Measuring volatility persistence and long memory in the presence of structural breaks
Fifield, Suzanne G.M., McMillan, David, Thupayagale, PakoVolume:
37
Language:
english
Journal:
Managerial Finance
DOI:
10.1108/03074351111113298
Date:
February, 2011
File:
PDF, 455 KB
english, 2011