Modelling squared returns using a SETAR model with long-memory dynamics
| Year of publication: |
2005
|
|---|---|
| Authors: | Dufrenot, Gilles ; Guegan, Dominique ; Peguin-Feissolle, Anne |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 86.2005, 2, p. 237-244
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