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ISSN: 2588-4824

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Journal Issue Information

JOURNAL OF ECONOMETRICS
Year:2005 | Volume:129 | Issue:1-2|Papers Count:2

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Title:

MODELLING STRUCTURAL BREAKS, LONG MEMORY AND STOCK MARKET VOLATILITY: AN OVERVIEW

Author(s):

BANERJEE ANINDYA | GIOVANNI URGA

Journal:

JOURNAL OF ECONOMETRICS

Issue Info:

Year:
2005
Volume:
129
Issue:
1-2
Pages:
1-34

Keywords:

Abstract:

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