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

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003270564

A service of the