Modeling and forecasting S&P 500 volatility: long memory, structural breaks and nonlinearity

MPE Martens, Dick van Dijk, MD de Pooter

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original language	Undefined/Unknown
Number of pages	40
Edition	Econometric Institute Report 067/4
Publication status	Published - 2004

Series	Econometric Institute Report
Volume	067/4

Research programs

@book{c661823051b7453385997ce6c453cc26,

title = "Modeling and forecasting S&P 500 volatility: long memory, structural breaks and nonlinearity",

author = "MPE Martens and {van Dijk}, Dick and {de Pooter}, MD",

year = "2004",

language = "Undefined/Unknown",

series = "Econometric Institute Report",

publisher = "Econometric Institute, EUR",

edition = "Econometric Institute Report 067/4",

}