Breaks and persistency: macroeconomic causes of stock market volatility (Q292011)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Breaks and persistency: macroeconomic causes of stock market volatility |
scientific article |
Statements
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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