Modelling Structural Breaks, Long Memory and Stock Market Volatility: an Overview

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Modelling Structural Breaks, Long Memory and Stock Market Volatility: an Overview

BANERJEE, Anindya; URGA, Giovanni
Title: Modelling Structural Breaks, Long Memory and Stock Market Volatility: an Overview
Author: BANERJEE, Anindya; URGA, Giovanni
Date: 2005
Citation: Journal of Econometrics, 2005, 129, 1-2, 1-34
URI: http://hdl.handle.net/1814/3256

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