Long-memory dynamics in a SETAR model - applications to stock markets

Gilles Dufrénot (), Dominique Guegan and Anne Peguin-Feissolle

Journal of International Financial Markets, Institutions and Money, 2005, vol. 15, issue 5, 391-406

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfin:v:15:y:2005:i:5:p:391-406

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