Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
| Year of publication: |
2004
|
|---|---|
| Authors: | Granger, Clive W. J. ; Hyung, Namwon |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 11.2004, 3, p. 399-421
|
| Publisher: |
Elsevier |