Volatility persistence, long memory and structural breaks in an emerging equity market : the case of South Africa
David G. McMillan and Pako Thupayagale
| Year of publication: |
2010
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|---|---|
| Authors: | McMillan, David G. ; Thupayagale, Pako |
| Published in: |
Asian African journal of economics and econometrics. - New Delhi : Serials Publ., ISSN 0972-3986, ZDB-ID 24718063. - Vol. 10.2010, 2, p. 297-310
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009904204