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Bayesian estimation and forecasting in non-linear models application to an LSTAR model
Peguin-Feissolle, Anne - In: Economics Letters 46 (1994) 3, pp. 187-194
Persistent link: https://www.econbiz.de/10005361628
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A comparison of the power of some tests for conditional heteroscedasticity
Peguin-Feissolle, Anne - In: Economics Letters 63 (1999) 1, pp. 5-17
Persistent link: https://www.econbiz.de/10005362273
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Modelling squared returns using a SETAR model with long-memory dynamics
Dufrenot, Gilles; Guegan, Dominique; Peguin-Feissolle, Anne - In: Economics Letters 86 (2005) 2, pp. 237-243
Persistent link: https://www.econbiz.de/10005355967