Search
Now showing items 1-3 of 3
- Sort Options:
- Relevance
- Title Asc
- Title Desc
- Issue Date Asc
- Issue Date Desc
- Submission Date Asc
- Submission Date Desc
- Results Per Page:
- 5
- 10
- 20
- 40
- 60
- 80
- 100
Title:Modelling Structural Breaks, Long Memory and Stock Market Volatility: an Overview Author(s):BANERJEE, Anindya; URGA, GiovanniDate:2005Citation:
- Journal of Econometrics, 2005, 129, 1-2, 1-34
Type:Article
Title:Sequential methods for detecting structural breaks in cointegrated systems Author(s):BANERJEE, Anindya; URGA, GiovanniDate:1998Type:Working PaperSeries/Number:EUI ECO; 1998/25
Title:Bootstrapping sequential tests for multiple structural breaks Author(s):BANERJEE, Anindya; LAZAROVA, Stepana; URGA, GiovanniDate:1998Type:Working PaperSeries/Number:EUI ECO; 1998/24