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Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity
Martens, Martin P.E., De Pooter, Michiel, van Dijk, Dick J. C.Year:
2004
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.557746
File:
PDF, 1.83 MB
english, 2004