Modelling structural breaks, long memory and stock market volatility: an overview
Anindya Banerjee, Giovanni Urga
| Year of publication: |
2005
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|---|---|
| Authors: | Banerjee, Anindya ; Urga, Giovanni |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 129.2005, 1/2, p. 1-34
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| Subject: | Strukturbruch | Structural break | Volatilität | Volatility | Aktienmarkt | Stock market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003172659