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
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
Journal title :
Journal of Econometrics
