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Threshold autoregressive models for interval-valued time series data
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References

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  • 2007Oil prices and the stock prices of alternative energy companies843 cited
  • 2005Understanding Changes in International Business Cycle Dynamics685 cited
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  • 2011On the least squares estimation of multiple-regime threshold autoregressive models128 cited
  • 2003Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model

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110 cited
  • 2001Nonlinear predictability of stock market returns: Evidence from nonparametric and threshold models105 cited
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    • 2023Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices42 cited
    • 2021Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models32 cited
    • 2020Uncertainty shocks of Trump election in an interval model of stock market27 cited