Long memory versus structural breaks in modeling and...

Journal of International Money and Finance 2010 Vol. 29; Iss. 5

Long memory versus structural breaks in modeling and forecasting realized volatility

Kyongwook Choi, Wei-Choun Yu, Eric Zivot
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Volume:
29
Year:
2010
Language:
english
DOI:
10.1016/j.jimonfin.2009.12.001
File:
PDF, 840 KB
english, 2010
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