مرکز منطقه ای اطلاع رساني علوم و فناوري - Long-memory dynamics in a SETAR model

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 :

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 :