The Source of Long Memory in Financial Market Volatility

Ser-Huang Poon, Namwon Hyung, Clive W.J. Granger, D.E. Rapach (Editor), M.E. Wohar (Editor)

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationForecasting in the Presence of Structural Breaks and Model Uncertainty
Place of PublicationUK
PublisherEmerald Publishing Limited
Publication statusPublished - 2007

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