Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
- 1 June 2004
- journal article
- Published by Elsevier BV in Journal of Empirical Finance
- Vol. 11 (3), 399-421
- https://doi.org/10.1016/j.jempfin.2003.03.001
Abstract
No abstract availableThis publication has 23 references indexed in Scilit:
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