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Peguin-Feissolle, Anne
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Annales d'économie et de statistique
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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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A smooth transition long-memory model
Aloy, Marcel
;
Dufrénot, Gilles
;
Tong, Charles Lai
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 281-296
Persistent link: https://www.econbiz.de/10010118272
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A Test for Conditional Heteroskedasticity Based on Artificial Neural Networks
Caulet, Renaud
;
Peguin-Feissolle, Anne
- In:
Annales d'économie et de statistique
(
2000
)
59
,
pp. 177-198
Persistent link: https://www.econbiz.de/10007920206
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