Threshold Estimation from a Generated Auxiliary Regression: With an Application to U.S. Stock Returns

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Threshold Estimation from a Generated Auxiliary Regression: With an Application to U.S. Stock Returns

D Massacci

24/02/2012

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Title: Threshold Estimation from a Generated Auxiliary Regression: With an Application to U.S. Stock Returns
Creators: D Massacci
Date published: 24/02/2012
Date submitted: 16/05/2017
Identifiers: 99512849102346
Academic Unit: University of Surrey
Resource Type: Other