Modelling Structural Breaks, Long Memory and Stock Market Volatility: an Overview
dc.contributor.author | BANERJEE, Anindya | en |
dc.contributor.author | URGA, Giovanni | en |
dc.date.accessioned | 2005-10-21T16:50:42Z | |
dc.date.available | 2005-12-08T17:30:10Z | |
dc.date.created | 2005 | en |
dc.date.issued | 2005 | en |
dc.identifier.citation | Journal of Econometrics, 2005, 129, 1-2, 1-34 | en |
dc.identifier.uri | https://hdl.handle.net/1814/3256 | |
dc.language.iso | en | en |
dc.relation.ispartof | Journal of Econometrics | |
dc.title | Modelling Structural Breaks, Long Memory and Stock Market Volatility: an Overview | en |
dc.type | Article | en |
dc.neeo.contributor | BANERJEE|Anindya|aut| | |
dc.neeo.contributor | URGA|Giovanni|aut| | |
dc.identifier.volume | 129 | |
dc.identifier.startpage | 1 |
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