2024-03-28T09:51:24Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6596547
2016-06-22T12:06:35Z
62
91
McAleer, Michael; Medeiros, Marcelo C.
2008
6596547
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/06596547
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J. Econom. 147, No. 1, 104-119 (2008).
62M10; 62P20; 91B84; 62P05
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
j