Asset allocation under threshold autoregressive models
Article first published online: 29 APR 2011
Copyright © 2011 John Wiley & Sons, Ltd.
Applied Stochastic Models in Business and Industry
Volume 28, Issue 1, pages 60–72, January/February 2012
How to Cite
Song, N., Siu, T. K., Ching, W.-K., Tong, H. and Yang, H. (2012), Asset allocation under threshold autoregressive models. Appl. Stochastic Models Bus. Ind., 28: 60–72. doi: 10.1002/asmb.897
- Issue published online: 10 FEB 2012
- Article first published online: 29 APR 2011
- Manuscript Revised: 27 FEB 2011
- Manuscript Accepted: 27 FEB 2011
- Manuscript Received: 7 MAY 2010
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