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Cited by

• 1994Some advances in non‐linear and adaptive modelling in time‐series361 cited
• 2010Modelling Nonlinear Economic Time Series352 cited
• 2005On a threshold heteroscedastic model293 cited
• 2002Combined forecasts from linear and nonlinear time series models206 cited
• 2011Threshold models in time series analysis — 30 years on187 cited
• 2002A threshold stochastic volatility model117 cited
• 2010Forecasting construction tender price index in Hong Kong using vector error correction model65 cited
• 2011A review of threshold time series models in finance63 cited
• 1996Correction: Modelling Asymmetry in Stock Returns by a Threshold Autoregressive Conditional Heteroscedastic Model59 cited
• 2008Volatility forecasting with double Markov switching GARCH models51 cited
• 2008An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals49 cited
• 1997Testing for threshold autoregression with conditional heteroscedasticity48 cited
• 2015Threshold models in time series analysis—Some reflections47 cited
• 2001Modeling exchange rates: smooth transitions, neural networks, and linear models