Long memory and regime switching
| Year of publication: |
2001
|
|---|---|
| Authors: | Diebold, Francis X. ; Inoue, Atsushi |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 105.2001, 1, p. 131-159
|
| Publisher: |
Elsevier |