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person:"Cornwell, Christopher Mark"
subject:"United States"
~isPartOf:"Journal of empirical finance"
~person:"Atkinson, Scott Estes"
~person:"Granger, C. W. J."
~subject:"Autocorrelation"
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Cornwell, Christopher Mark
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Journal of empirical finance
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Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
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