Long-memory dynamics in a SETAR model – applications to...

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

Gilles Dufrénot, Dominique Guégan, Anne Péguin-Feissolle
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
15
Year:
2005
Language:
english
DOI:
10.1016/j.intfin.2004.09.001
File:
PDF, 192 KB
english, 2005
Conversion to is in progress
Conversion to is failed