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Modelling squared returns using a SETAR model with long-memory dynamics
Dufrénot, Gilles; Guégan, Dominique; … - In: Economics letters 86 (2005) 2, pp. 237-243
Persistent link: https://www.econbiz.de/10002584436
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A comparison of the power of some tests for conditional heteroscedasticity
Péguin-Feissolle, Anne - In: Economics letters 63 (1999) 1, pp. 5-17
Persistent link: https://www.econbiz.de/10001398780
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Bayesian estimation and forecasting in non-linear models : application to an LSTAR model
Péguin-Feissolle, Anne - In: Economics letters 46 (1994) 3, pp. 187-194
Persistent link: https://www.econbiz.de/10001172375
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Erratum to "Tests for covariance stationarity and white noise, with an application to Euro-US dollar exchange rate - An approach based on the evolutionary spectral density" (Economics Letters 77 (2002) 177-186)
Ahamada, Ibrahim; Boutahar, Mohamed - In: Economics letters 78 (2003) 2, pp. 293
Persistent link: https://www.econbiz.de/10006764533