Long-memory dynamics in a SETAR model : applications to stock markets
Gilles Dufrénot; Dominique Guégan; Anne Péguin-Feissolle
| Year of publication: |
2005
|
|---|---|
| Authors: | Dufrénot, Gilles ; Guégan, Dominique ; Péguin-Feissolle, Anne |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 15.2005, 5, p. 391-406
|
| Subject: | Aktienindex | Stock index | Volatilität | Volatility | Frankreich | France | ARMA-Modell | ARMA model | 1997-2003 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003270564