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(58 results)
1
Long-memory dynamics in a
SETAR
model - Applications to stock markets
Dufrénot, Gilles
;
Guegan, Dominique
;
Peguin-Feissolle, Anne
-
HAL
-
2005
This paper presents a 2-regime
SETAR
model with a long-memory process in the first regime and a short-memory process in …
Persistent link: https://www.econbiz.de/10008790799
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