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

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@article{908235c1378b492698016c38e2a1aa2f,

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

author = "Anindya Banerjee and G Urga",

year = "2005",

month = nov,

day = "1",

doi = "10.1016/j.jeconom.2004.09.001",

language = "English",

volume = "129",

pages = "1--34",

journal = "Journal of Econometrics",

publisher = "Elsevier",

}