Can Markov Switching Model Generate Long Memory?

AuthID
 P-009-JTJ
3
Author(s)
Document Type
Article
Year published
2014
Published
in ECONOMICS LETTERS, ISSN: 0165-1765
Volume: 124, Issue: 1, Pages: 117-121 (5)
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Scopus®
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Publication Identifiers
Scopus: 2-s2.0-84901025592
Wos: WOS:000338599900027
Source Identifiers
ISSN: 0165-1765
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