%0 Journal Article %1 Dufr�not2005 %A Dufrénot, Gilles %A Guégan, Dominique %A Péguin-Feissolle, Anne %D 2005 %J Journal of International Financial Markets, Institutions and Money %K SETAR %N 5 %P 391--406 %T Long-memory dynamics in a SETAR model - applications to stock markets %U http://www.sciencedirect.com/science/article/B6VGT-4FPDR5H-1/1/69eee328a6f4bf53d05eeb94a939c4c1 %V 15

@article{Dufr�not2005, added-at = {2008-04-29T08:06:25.000+0200}, author = {Dufr{\'e}not, Gilles and Gu{\'e}gan, Dominique and P{\'e}guin-Feissolle, Anne}, biburl = {https://www.bibsonomy.org/bibtex/2091f2b28628a053d116db464e7174e29/smicha}, interhash = {7a563d9e7339d1a8335c6e7ee7d16113}, intrahash = {091f2b28628a053d116db464e7174e29}, journal = {Journal of International Financial Markets, Institutions and Money}, keywords = {SETAR}, month = Dec, number = 5, pages = {391--406}, timestamp = {2008-04-29T08:06:43.000+0200}, title = {Long-memory dynamics in a SETAR model - applications to stock markets}, url = {http://www.sciencedirect.com/science/article/B6VGT-4FPDR5H-1/1/69eee328a6f4bf53d05eeb94a939c4c1}, volume = 15, year = 2005 }