Long-memory dynamics in a SETAR model #8211 applications to stock markets
| Year of publication: |
2005
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|---|---|
| Authors: | Dufrénot, Gilles ; Guégan, Dominique ; Péguin-Feissolle, Anne |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 15.2005, 5, p. 391-406
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