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Long-memory dynamics in a SETAR model – applications to stock markets
Gilles Dufrénot, Dominique Guégan, Anne Péguin-FeissolleVolume:
15
Year:
2005
Language:
english
DOI:
10.1016/j.intfin.2004.09.001
File:
PDF, 192 KB
english, 2005