Modelling structural breaks, long memory and stock market volatility: an overview (Q265098): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2004.09.001 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2100808453 / rank | |||
Normal rank | |||
Revision as of 22:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling structural breaks, long memory and stock market volatility: an overview |
scientific article |
Statements
Modelling structural breaks, long memory and stock market volatility: an overview (English)
0 references
1 April 2016
0 references
structural breaks
0 references
long memory
0 references
volatility
0 references
