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~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~person:"Sadun, Raffaella"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
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