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Changing-regime volatility : a fractionally integrated SETAR model
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 519-526
Persistent link: https://www.econbiz.de/10003739214
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2
Changing-regime volatility: a fractionally integrated SETAR model
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Applied financial economics
18
(
2008
)
7-9
,
pp. 519-526
Persistent link: https://www.econbiz.de/10008070704
Saved in:
3
Changing-regime volatility: a fractionally integrated SETAR model
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Applied financial economics
18
(
2008
)
7
,
pp. 519-526
Persistent link: https://www.econbiz.de/10007994260
Saved in:
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