Title of article
Long-memory dynamics in a SETAR model – applications to stock markets
Author/Authors
Gilles Dufrénot، نويسنده , , Dominique Guegan، نويسنده , , Anne Péguin-Feissolle، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
16
From page
391
To page
406
Keywords
SETAR , Stock indices , forecasting , Long-memory
Journal title
Journal of International Financial Markets, Institutions and Money
Serial Year
2005
Journal title
Journal of International Financial Markets, Institutions and Money
Record number
189733
Link To Document