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  1. 1
    Modeling Stock Market Returns under Self-exciting Threshold Autoregressive Model: Evidence from West Africa
    by Emmanuel Numapau Gyamfi, Kwabena A. Kyei
    Published 2016-05-01
    Subjects: “...self-exciting threshold autoregressive model...”
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    Article
  2. 2
    Forecasting of Stock Returns with Non linear Models and the role of Trading Volume in Improving the Performance of These Models
    by Ebrahim Abbasi, Sahar Bagheri
    Published 2012-02-01
    Subjects: “...threshold autoregressive model....”
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    Article
  3. 3
    An Experiment on Autoregressive and Threshold Autoregressive Models with Non-Gaussian Error with Application to Realized Volatility
    by Ziyi Zhang, Wai Keung Li
    Published 2019-06-01
    Subjects: “...Threshold Autoregressive Model...”
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    Article
  4. 4
    The Effects Of Asymmetric Transmission Of Exchange Rate On Inflation In Iran: Application Of Threshold Models
    by Naghdi Yazdan, Kaghazian Soheila
    Published 2015-08-01
    Subjects: “...threshold autoregressive model (tar)...”
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    Article
  5. 5
    The Influences survey of the Intellectual Capital elements efficiency on the firms Financial Performance in Tehran Stock Exchange
    Subjects: “...Momentum Threshold Autoregressive Model...”
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    Article
  6. 6
    Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
    by Cuixin Peng, Zhiwen Zhao
    Published 2021-03-01
    Subjects: “...Threshold autoregressive model...”
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    Article
  7. 7
    The Dynamics of Unemployment in Poland from 1992 to 2017
    by Andrzej Pisulewski
    Published 2019-03-01
    Subjects: “...threshold autoregression model...”
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    Article
  8. 8
    The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
    Subjects: “...Band-threshold autoregressive model...”
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    Article
  9. 9
    Testing Linearity against a Univariate TAR Specification in Time Series with Missing Data Sobre una prueba de linealidad en presencia de datos faltantes contra la alternativa de no linealidad especificada por un modelo TAR
    by MILENA HOYOS, FABIO H. NIETO
    Published 2011-01-01
    Subjects: “...Threshold autoregressive model...”
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    Article
  10. 10
    ASYMMETRIC ADJUSTMENT OF THE SECTORIAL LENDINGDEPOSIT RATE SPREAD IN FIJI
    by Shamal Shivneel Chand, Baljeet Singh
    Published 2021-03-01
    Subjects: “...threshold autoregressive models;...”
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    Article
  11. 11
    [en] ASSET PRICES AND THE BRAZILIAN MONETARY POLICY IMPLEMENTATION: AN EMPIRICAL ANALYSIS
    by JULIA CORDOVA KLEIN
    Published 2007
    Subjects: “...[en] THRESHOLD AUTOREGRESSIVE MODEL...”
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  12. 12
    門檻式自動迴歸模型參數之近似信賴區間
    Subjects: “...threshold autoregressive model...”
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  13. 13
    Estrutura a termo de taxa de juros brasileira: investigando a presença de não linearidade
    by Chun, Winston Seung Hyun
    Published 2011
    Subjects: “...Threshold autoregressive model...”
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  14. 14
    Modeling and Forecasting Ghana's Inflation Rate Under Threshold Models
    by Antwi, Emmanuel
    Published 2017
    Subjects: “...Self-exciting threshold autoregression model...”
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  15. 15
    遺傳演算法在非線性時間數列結構改變之分析與應用
    Subjects: “...Threshold autoregressive models...”
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  16. 16
    內部人交易行為對股票報酬之影響--門檻模型之運用
    Subjects: “...Threshold Autoregression Model...”
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  17. 17
    相對移動率應用在區間時間序列預測及其效率評估
    Subjects: “...threshold autoregressive models...”
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  18. 18
    Efficiency and Anomalies in Stock Markets
    Published 2022
    Subjects: “...Threshold Autoregressive Model...”
    Open Access: DOAB: description of the publication
    Open Access: DOAB, download the publication
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