A smooth transition long-memory model

Studies in Nonlinear Dynamics and Econometrics 2013 / 01 Vol. 17; Iss. 3

A smooth transition long-memory model

Aloy, Marcel, Dufrénot, Gilles, Tong, Charles Lai, Peguin-Feissolle, Anne
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Volume:
17
Language:
english
Journal:
Studies in Nonlinear Dynamics and Econometrics
DOI:
10.1515/snde-2012-0042
Date:
January, 2013
File:
PDF, 2.13 MB
english, 2013
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