Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9555301 | Journal of Econometrics | 2005 | 34 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Anindya Banerjee, Giovanni Urga,