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Modelling structural breaks, long memory and stock market volatility: an overview

  • Banerjee, Anindya
  • Urga, Giovanni

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 129 (2005)
Issue (Month): 1-2 ()
Pages: 1-34

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Handle: RePEc:eee:econom:v:129:y:2005:i:1-2:p:1-34
Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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