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Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from thr

上传者: 2020-05-26 14:30:30上传 PDF文件 317.61KB 热度 20次
NonlinearbehavioroftheChineseSSECindexwithaunitroot:Evidencefromthresholdunitroottests,钱夕元,宋福铁,WeinvestigatethebehavioroftheShanghaiStockExchangeComposite(SSEC)indexfortheperiodfrom1990:12to2007:06usinganunconstrainedtwo-regimethresholdautoregressive
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