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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
Cover Image
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
Cover Image
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