Nonstationarities in stock returns
Journal article, 2005
structural-change
model
time-series
long-memory
Author
Catalin Starica
University of Gothenburg
C Granger
University of California
Review of Economics and Statistics
0034-6535 (ISSN) 1530-9142 (eISSN)
Vol. 87 3 503-522Subject Categories
SOCIAL SCIENCES
Economics
DOI
10.1162/0034653054638274