TY  - JOUR
AU  - Tehrani, Reza
AU  - Osoolian, Mohammad
AU  - Bajalan, Saeed
AU  - Abbasion, Vahid
TI  - Nonlinear Dynamic Modeling of Factors Affecting the Stock Market:  
Baysian Quantile Threshold Regression - GARCH approach
JO  - Financial Engineering and Portfolio Management
VL  - 11
IS  - 45
SP  - 343
EP  - 372
PY  - 2020
DO  - 
ER  -