000 00616nam a2200181Ia 4500
008 100324s9999 xx 000 0 und d
100 _aBaillie, Richard T. and Kapetanios, George
240 _aJournal of Business and Economic Statistics (Q)
245 _aTesting for neglected nonlinearity in long memory models
246 _aJ7992
_f2007
260 _c2007
300 _bV. 25
_cIssue. 4
_a447-461
366 _b2007
366 _bOct
650 _aEconomic Statistics
653 _aAbsolute return;Artificial neural network;Long memory;Nonlinearity;Real exchange rate;Realized volatility;
942 _cJA
999 _c47023
_d47023