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~isPartOf:"Computational economics"
~person:"Péguin-Feissolle, Anne"
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Péguin-Feissolle, Anne
Villani, Giovanni
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SEMIFARMA-HYGARCH modeling of Dow Jones return persistence
Chikhi, Mohamed
;
Péguin-Feissolle, Anne
;
Terraza, Michel
- In:
Computational economics
41
(
2013
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10009710572
Saved in:
2
Estimating the long-memory parameter in nonstationary processes using wavelets
Boubaker, Heni
;
Péguin-Feissolle, Anne
- In:
Computational economics
42
(
2013
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10010189026
Saved in:
3
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence
Chikhi, Mohamed
;
Péguin-Feissolle, Anne
;
Terraza, Michel
- In:
Computational economics
41
(
2013
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10010069064
Saved in:
4
Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets
Boubaker, Heni
;
Péguin-Feissolle, Anne
- In:
Computational economics
42
(
2013
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10010175547
Saved in:
5
A simple fractionally integrated model with a time-varying long memory parameter d t
Boutahar, Mohamed
;
Dufrénot, Gilles
; …
- In:
Computational economics
31
(
2008
)
3
,
pp. 225-241
Persistent link: https://www.econbiz.de/10003691880
Saved in:
6
A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t
Boutahar, Mohamed
;
Dufrénot, Gilles
; …
- In:
Computational economics
31
(
2008
)
3
,
pp. 225-242
Persistent link: https://www.econbiz.de/10007988799
Saved in:
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