Stochastic volatility in the Spanish stock market: a long memory model with a structural break
| Year of publication: |
2008
|
|---|---|
| Authors: | Gil-Alana, Luis ; Cunado, Juncal ; De Gracia, Fernando Perez |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 14.2008, 1, p. 23-32
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