Title of article
Modelling structural breaks, long memory and stock market volatility: an overview
Author/Authors
Banerjee، نويسنده , , Anindya and Urga، نويسنده , , Giovanni، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2005
Pages
34
From page
1
To page
34
Abstract
The main aim of this volume is to present key recent developments in the fields of modelling structural breaks, and the analysis of long memory and stock market volatility.
Keywords
Volatility , Long memory , Structural breaks
Journal title
Journal of Econometrics
Serial Year
2005
Journal title
Journal of Econometrics
Record number
1558798
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