Volatility persistence, long memory and time-varying unconditional mean: Evidence from 10 equity indices
| Year of publication: |
2009
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| Authors: | Mcmillan, David G. ; Ruiz, Isabel |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 11142170. - Vol. 49.2009, 2, p. 578-595
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