Nonlinear models for financial time series with multiple attraction regions
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Keywordsfinancial time series; nonlinear models; bifurcation; volatility clustering;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- D89 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Other
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