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

C-Tier
Journal: Economics Letters
Year: 2005
Volume: 86
Issue: 2
Pages: 237-243

Authors (3)

Dufrenot, Gilles (Aix-Marseille Université) Guegan, Dominique (not in RePEc) Peguin-Feissolle, Anne (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:ecolet:v:86:y:2005:i:2:p:237-243
Journal Field
General
Author Count
3
Added to Database
2026-01-25