Breaks and persistency: macroeconomic causes of stock market volatility (Q292011): Difference between revisions

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Latest revision as of 03:06, 12 July 2024

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Breaks and persistency: macroeconomic causes of stock market volatility
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    Breaks and persistency: macroeconomic causes of stock market volatility (English)
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    10 June 2016
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    stock market volatility
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    macroeconomic volatility
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    long memory
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    fractional cointegration
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    structural change
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