Modelling structural breaks, long memory and stock market volatility: an overview (Q265098)

scientific article; zbMATH DE number 6562072

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English	Modelling structural breaks, long memory and stock market volatility: an overview	scientific article; zbMATH DE number 6562072

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instance of

scholarly article

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title

Modelling structural breaks, long memory and stock market volatility: an overview (English)

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published in

Journal of Econometrics

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publication date

1 April 2016

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zbMATH Keywords

structural breaks

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long memory

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volatility

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1016/j.jeconom.2004.09.001

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Identifiers

zbMATH Open document ID

1335.00139

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Mathematics Subject Classification ID

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10.1016/J.JECONOM.2004.09.001

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Sitelinks

Mathematics(1 entry)

mardi Publication:265098