Skip to main navigation Skip to search Skip to main content

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

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

Original languageUndefined/Unknown
Number of pages40
EditionEconometric Institute Report 067/4
Publication statusPublished - 2004

Publication series

SeriesEconometric Institute Report
Volume067/4

Research programs

  • EUR ESE 08

Cite this