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subject:"Memory parameter"
(9 results)
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The Non- and Semiparametric Analysis of MS Models : Some Applications
Melenberg, Bertrand
;
Li, Y.
;
Donkers, A.C.D.
-
Tilburg University, Center for Economic Research
-
2006
memory
parameters
.We illustrate the methodology by the MS models developed by Levy, Levy, Solomon (2000) and the market …
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