Modelling squared returns using a SETAR model with long-memory dynamics (Q1927744)
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scientific article; zbMATH DE number 6120825
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| English | Modelling squared returns using a SETAR model with long-memory dynamics |
scientific article; zbMATH DE number 6120825 |
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Modelling squared returns using a SETAR model with long-memory dynamics (English)
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2 January 2013
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SETAR
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long-memory
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FARIMA models
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stock indices
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0.8056464195251465
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0.8056464195251465
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0.7891567945480347
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0.7889869809150696
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