This article seeks to measure deprivation among Portuguese households, taking into account four well-being dimensions - housing, durable goods, economic strain and social relationships - with survey data from the European Community Household Panel. We propose a multi-stage approach to a...

This paper studies the long-term dependence and the possible asymmetric behavior of the financial time series. Both can be modeled using a fractionally integrated autoregressive moving average time series model with threshold-type conditional heteroscedasticity, denoted as an ARFIMA–TGARCH...