LONG MEMORY AND REGIME SWITCHING

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DIEBOLD F.X.; INOUE A.

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Journal Paper

Paper Information

Journal: JOURNAL OF ECONOMETRICS Year:2001 | Volume:101 | Issue:- Page(s): 131-159

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Information Journal Paper

Title

LONG MEMORY AND REGIME SWITCHING

Author(s)

DIEBOLD F.X. | INOUE A. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

LONG-TERM MEMORY AND LEVEL SHIFTS: APPLICATION OF THE MODIFIED GPH TEST IN TEHRAN STOCK EXCHANGE

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APA: Copy

DIEBOLD, F.X., & INOUE, A.. (2001). LONG MEMORY AND REGIME SWITCHING. JOURNAL OF ECONOMETRICS, 101(-), 131-159. SID. https://sid.ir/paper/641655/en

Vancouver: Copy

DIEBOLD F.X., INOUE A.. LONG MEMORY AND REGIME SWITCHING. JOURNAL OF ECONOMETRICS[Internet]. 2001;101(-):131-159. Available from: https://sid.ir/paper/641655/en

IEEE: Copy

F.X. DIEBOLD, and A. INOUE, “LONG MEMORY AND REGIME SWITCHING,” JOURNAL OF ECONOMETRICS, vol. 101, no. -, pp. 131–159, 2001, [Online]. Available: https://sid.ir/paper/641655/en

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