articleJournal of Empirical FinanceMar 23, 2004Closed access

Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns

CWClive W. J. GrangerNHNamwon Hyung

University of California, San Diego · University of Seoul

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Keywords
  • Absolute return
  • Long memory
  • Econometrics
  • Stock (firearms)
  • Volatility (finance)
  • Economics
  • Series (stratigraphy)
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