Measuring volatility persistence and long memory in the presence of structural breaks
Year of publication: |
2011
|
---|---|
Authors: | McMillan, David ; Thupayagale, Pako |
Other Persons: | Power, David M. (ed.) |
Published in: |
Managerial Finance. - Emerald Group Publishing Limited, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 37.2011, 3, p. 219-241
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Africa | Stock markets | Volatility | Variance |
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