Modelling structural breaks, long memory and stock market volatility: an overview
| Year of publication: |
2005
|
|---|---|
| Authors: | Banerjee, Anindya ; Urga, Giovanni |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 129.2005, 1-2, p. 1-34
|
| Publisher: |
Elsevier |