Lai, Ka Lun. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2007. / Includes bibliographical references (leaves 75-77). / Abstracts in English and Chinese. / Chapter Chapter 1 --- Introduction --- p.1 / Chapter Chapter 2 --- Multivariate Threshold Time Series Model --- p.14 / Chapter 2.1 --- The Multivariate TAR Models --- p.14 / Chapter 2.2 --- Testing for Nonlinearity --- p.15 / Chapter 2.3 --- Model Selection and Estimation --- p.22 / Chapter 2.4 --- Bivariate TAR Models --- p.26 / Chapter 2.5 --- Applications --- p.27 / Chapter Chapter 3 --- Comparative Study of Interest Rates --- p.34 / Chapter 3.1 --- Background --- p.34 / Chapter 3.2 --- The Importance of Modelling Interest Rates --- p.40 / Chapter 3.3 --- The Scope of Study --- p.41 / Chapter 3.4 --- Major Findings --- p.42 / Chapter Chapter 4 --- Conclusion --- p.71 / Reference --- p.80
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325940 |
| Date | January 2007 |
| Contributors | Lai, Ka Lun., Chinese University of Hong Kong Graduate School. Division of Statistics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, 77 leaves : ill. ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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