Explosive behaviour and long memory with an application to European bond yield spreads
Author:
Affiliation:
1. Universität zu Köln
2. CREATES, Aarhus University
3. IPAG Business School
4. Center for Risk and Insurance
Publisher
Wiley
Subject
Economics and Econometrics,Sociology and Political Science
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/sjpe.12179/fullpdf
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