Work

Structural Change as an Alternative to Long Memory in Financial Time Series

Year: 2005

Type: book-chapter

Source: Advances in econometrics

DOI: 10.1016/s0731-9053(05)20027-0

Authors: Tze Leung Lai, Haipeng Xing

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Science Foundation

OpenAlex ID: W2494582456

FWCI:

Cites: 36

Cited by: 9

Related to: 10