Work

Long Memory and Regime Switching

Year: 2000

Type: report

Abstract: 7(&+1,&$/ :25.,1* 3$3(5 6(5,(6 /21* 0(025< $1' 5(*,0( 6:,7&+,1* )UDQ.LV ; 'LHEROG $WVXVKL ,QRXH 7H.KQL.DO :RUNLQJ 3DSHU KWWSZZZQEHURUJSDSHUV7 1$7,21$/ %85($8 2) (&2120,& 5(6($5&+ 0DVVD.KXVHWWV $YHQXH &DPEULGJH 0$ 1RYHPEHU 0X.K RI WKLV SDSHU ZDV

Source: National Bureau of Economic Research

DOI: 10.3386/t0264

Authors: Francis Diebold, Atsushi Inoue

Institutions: National Bureau of Economic Research, University of Pennsylvania, Southern Methodist University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2046384231

Cites: 36

Cited by: 80

Related to: 10