Modelling squared returns using a SETAR model with long-memory dynamics
Year of publication: |
2005
|
---|---|
Authors: | Dufrenot, Gilles ; Guegan, Dominique ; Peguin-Feissolle, Anne |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 86.2005, 2, p. 237-243
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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