Long-memory dynamics in a SETAR model - applications to stock markets
| Year of publication: |
2005
|
|---|---|
| Authors: | Dufrenot, Gilles ; Guegan, Dominique ; Peguin-Feissolle, Anne |
| Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 15.2005, 5, p. 391-406
|
| Publisher: |
Elsevier |