SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence
| Year of publication: |
2013
|
|---|---|
| Authors: | Chikhi, Mohamed ; Péguin-Feissolle, Anne ; Terraza, Michel |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 41.2013, 2, p. 249-265
|