Long-memory dynamics in a SETAR model – applications to stock markets
نویسندگان
چکیده
منابع مشابه
Long Memory in Stock Returns: A Study of Emerging Markets
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ژورنال
عنوان ژورنال: Journal of International Financial Markets, Institutions and Money
سال: 2005
ISSN: 1042-4431
DOI: 10.1016/j.intfin.2004.09.001