Long memory versus structural breaks in modeling and forecasting realized volatility
| Year of publication: |
2010
|
|---|---|
| Authors: | Choi, Kyongwook ; Yu, Wei-Choun ; Zivot, Eric |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 8720149. - Vol. 29.2010, 5, p. 857-876
|