Threshold quantile autoregressive model with application to auto-correlation analysis of stock returns

XU Qi-fa, KANG Ning

Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (12) : 2993-3007.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (12) : 2993-3007. DOI: 10.12011/1000-6788(2015)12-2993

Threshold quantile autoregressive model with application to auto-correlation analysis of stock returns

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2015, 35(12): 2993-3007 https://doi.org/10.12011/1000-6788(2015)12-2993

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