Measuring conditional persistence in nonlinear time series

Oxford Bulletin of Economics and Statistics

Volumn 69, Issue 3, 2007, Pages 363-386

  Kapetanios, George ^a  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

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[No Author keywords available]

Indexed keywords

EID: 34249019647     PISSN: 03059049     EISSN: 14680084     Source Type: Journal    
DOI: 10.1111/j.1468-0084.2006.00437.x     Document Type: Article

References (23)

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