Work

Robustness of alternative non‐linearity tests for SETAR models

Year: 2004

Type: article

Source: Journal of Forecasting

DOI: 10.1002/for.915

Authors: Wai‐Sum Chan, Man‐Wai Ng

Institution: University of Hong Kong

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Temple University, University of Hong Kong

OpenAlex ID: W1983062091

FWCI: 1.732

Cites: 38

Cited by: 19

Related to: 10