Baek, Changryong, Natércia Fortuna and Vladas Pipiras (2014); “Can Markov Switching Model Generate Long Memory?“, Economics Letters, 124(1), pp. 117-121.
Baek, Changryong, Natércia Fortuna and Vladas Pipiras (2014); “Can Markov Switching Model Generate Long Memory?“, Economics Letters, 124(1), pp. 117-121.