Threshold autoregressive modeling of bond series - Japanese case

Investment Management and Financial Innovations

Volumn 3, Issue 4, 2006, Pages 120-131

  Li, Jinghong ^a  

^a CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

Japanese debt management policy; Non linearity; Self exciting threshold autoregressive model; Threshold variable; Time series

Indexed keywords

EID: 80051744875     PISSN: 18104967     EISSN: 18129358     Source Type: Journal    
DOI: None     Document Type: Article

References (12)

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