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Disambiguation of "Peguin-Feissolle, Anne"

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Modelling squared returns using a SETAR model with long-memory dynamics

, , and . Economics Letters, 86 (2): 237--243 (February 2005)

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Dieter Annemaier

Marianne Annen

Karl Heinz Annecke

Helmut Annen

Dominic Norbert Annen

 

Other publications of authors with the same name

Explaining the European exchange rates deviations: Long memory or non-linear adjustment?, , , , and . Journal of International Financial Markets, Institutions and Money, 18 (3): 207--215 (July 2008)Modelling squared returns using a SETAR model with long-memory dynamics, , and . Economics Letters, 86 (2): 237--243 (February 2005)Long-memory dynamics in a SETAR model - applications to stock markets, , and . Journal of International Financial Markets, Institutions and Money, 15 (5): 391--406 (December 2005)Optimal trade policy under oligopoly : A calibrated model of the Europe-Japan rivalry in the EEC car market, , and . European Economic Review, 32 (7): 1547--1565 (September 1988)Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form., , and . Communications in Statistics - Simulation and Computation, 42 (5): 1063-1087 (2013)Bayesian estimation and forecasting in non-linear models application to an LSTAR model. Economics Letters, 46 (3): 187--194 (November 1994)A comparison of the power of some tests for conditional heteroscedasticity. Economics Letters, 63 (1): 5--17 (April 1999)Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models, , and . Economic Modelling, 21 (1): 37--71 (January 2004)