Author:
Baek Changryong,Fortuna Natércia,Pipiras Vladas
Funder
FCT (Fundação para a Ciência e a Tecnologia)
FEDER
FCT
NSA
Subject
Economics and Econometrics,Finance
Reference15 articles.
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3. Baek, C., Pipiras, V., 2013. On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation, Preprint. Available at http://www.stat.unc.edu/faculty/pipiras.
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5. Long memory and regime switching;Diebold;J. Econometrics,2001
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