Moving average threshold heterogeneous autoregressive (MAT‐HAR) models
Motegi, Kaiji, Cai, Xiaojing, Hamori, Shigeyuki, Xu, HaifengLanguage:
english
Journal:
Journal of Forecasting
DOI:
10.1002/for.2671
Date:
January, 2020
File:
PDF, 980 KB
english, 2020