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Can black swans be tamed with a flexible mean-variance specification?
Chatzikonstanti, Vasiliki, (2022)
Breaks and outliers when modelling the volatility of the U.S. stock market
Chatzikonstanti, Vasiliki, (2017)
Long memory in log-range series : do structural breaks matter?
Chatzikonstanti, Vasiliki, (2015)