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Modelling squared returns using a SETAR model with long-memory dynamics
Dufrenot, Gilles
;
Guegan, Dominique
;
Peguin-Feissolle, Anne
- In:
Economics letters
86
(
2005
)
2
,
pp. 237-244
Persistent link: https://www.econbiz.de/10006748986
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