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Volatility persistence, long memory and time-varying unconditional mean : evidence from 10 equity indices
McMillan, David G.; Ruiz, Isabel - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 578-595
Persistent link: https://www.econbiz.de/10003852502
Cover Image
Volatility persistence, long memory and time-varying unconditional mean: Evidence from 10 equity indices
Mcmillan, David G.; Ruiz, Isabel - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 578-595
Persistent link: https://www.econbiz.de/10008244905
Cover Image
Volatility persistence, long memory and time-varying unconditional mean: Evidence from 10 equity indices
McMillan, David G.; Ruiz, Isabel - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 578-596
Persistent link: https://www.econbiz.de/10008891717