Long-memory property of nonlinear transformations of break processes
| Year of publication: |
2005
|
|---|---|
| Authors: | Yoon, Gawon |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 87.2005, 3, p. 373-377
|
| Publisher: |
Elsevier |