Modelling structural breaks, long memory and stock market volatility: an overview (Q265098): Difference between revisions

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-.1016/j.jeconom.2004.09.001
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+6562072
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+structural breaks
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+long memory
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+volatility
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+.1016/J.JECONOM.2004.09.001
@@ Property / DOI: 10.1016/J.JECONOM.2004.09.001 / rank @@
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+Publication:265098