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The threshold approach in volatility modelling
Wai Keung LI
Department of Mathematics and Information Technology (MIT)
Research output
:
Chapter in Book/Report/Conference proceeding
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Chapters
3
Citations (Scopus)
Overview
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Dive into the research topics of 'The threshold approach in volatility modelling'. Together they form a unique fingerprint.
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Business & Economics
Volatility Modelling
100%
Threshold Autoregression
58%
Volatility Models
42%
Financial Time Series
40%
Statistics
27%