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Changing-regime volatility: a fractionally integrated SETAR model
Dufrénot, Gilles, Guégan, Dominique, Péguin-Feissolle, AnneVolume:
18
Language:
english
Journal:
Applied Financial Economics
DOI:
10.1080/09603100600993778
Date:
April, 2008
File:
PDF, 149 KB
english, 2008