Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices (Q3160947)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices |
scientific article |
Statements
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices (English)
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11 October 2010
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fractional integration
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frequency domain estimates
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jumps
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long-memory processes
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structural change
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