• Title of article

    Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns

  • Author/Authors

    Clive W. J. Granger، نويسنده , , Namwon Hyung، نويسنده ,

  • Issue Information
    دوماهنامه با شماره پیاپی سال 2004
  • Pages
    23
  • From page
    399
  • To page
    421
  • Keywords
    Occasional structural breaks , Long memory , Absolute stock return , Autocorrelation
  • Journal title
    Journal of Empirical Finance
  • Serial Year
    2004
  • Journal title
    Journal of Empirical Finance
  • Record number

    130772

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130772