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~subject:"Long memory"
~subject:"Structural breaks"
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A multivariate long-memory mod...
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Current account sustainability in Central and Eastern Europe : structural change and crisis
Cuestas, Juan Carlos
;
Monfort, Mercedes
- In:
Empirica : journal of european economics
48
(
2021
)
1
,
pp. 141-153
Persistent link: https://www.econbiz.de/10012487644
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Structural breaks in volatility spillovers between international financial markets : contagion or mere interdependence?
Jung, Robert
;
Maderitsch, Robert
- In:
Journal of banking & finance
47
(
2014
),
pp. 331-342
Persistent link: https://www.econbiz.de/10010506950
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