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~person:"Dufrénot, Gilles"
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Dufrénot, Gilles
Péguin-Feissolle, Anne
Guégan, Dominique
143
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Changing-regime volatility : a fractionally integrated SETAR model
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 519-526
Persistent link: https://www.econbiz.de/10003739214
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2
Long-memory dynamics in a SETAR model : applications to stock markets
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Journal of international financial markets, …
15
(
2005
)
5
,
pp. 391-406
Persistent link: https://www.econbiz.de/10003270564
Saved in:
3
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
Saved in:
4
Long-memory dynamics in a SETAR model #8211 applications to stock markets
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Journal of international financial markets, …
15
(
2005
)
5
,
pp. 391-406
Persistent link: https://www.econbiz.de/10007097025
Saved in:
5
Changing-regime volatility: a fractionally integrated SETAR model
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Applied financial economics
18
(
2008
)
7-9
,
pp. 519-526
Persistent link: https://www.econbiz.de/10008070704
Saved in:
6
Changing-regime volatility: a fractionally integrated SETAR model
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Applied financial economics
18
(
2008
)
7
,
pp. 519-526
Persistent link: https://www.econbiz.de/10007994260
Saved in:
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