Memory and infrequent breaks

Economics Letters

Volumn 70, Issue 1, 2001, Pages 29-41

  Gourieroux, Christian ^a   Jasiak, Joann ^b  

^a CEPREMAP   (France)

^b YORK UNIVERSITY   (Canada)

Author keywords

C22; Heavy tail; Long memory; Switching regime

Indexed keywords

EID: 0035545521     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(00)00346-3     Document Type: Article

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