Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices

Published 2009 View Full Article

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Title
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices
Authors
Keywords
-
Journal
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
Volume 28, Issue 2, Pages 275-290
Publisher
Informa UK Limited
Online
2009-10-03
DOI
10.1198/jbes.2009.06171

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