[PDF][PDF] Bayesian Analysis of Threshold Autoregressive Model with First Order Autoregressive Innovations
OO Ojo - Sri Lankan Journal of Applied Statistics, 2023 - account.sljastats.sljol.info
Financial assets exhibit dramatic changes in behaviour. This work examined a two-regime
Threshold autoregressive (TAR) models when the innovations follow a first-autoregressive …
Threshold autoregressive (TAR) models when the innovations follow a first-autoregressive …
Self-exciting Threshold Autoregressive Modelling of the NSE20 Share Index Using the Bayesian Approach
JW Muindi - 2023 - erepository.uonbi.ac.ke
This study is on Self-Exciting Threshold Auto regressive (SETAR) modeling of the NSE 20
Share Index using the Bayesian approach. The objectives of the study are toana-lyze the …
Share Index using the Bayesian approach. The objectives of the study are toana-lyze the …