Volatility Persistence, Long Memory and Time-Varying Unconditional Mean: Evidence from 10 Equity Indices

David Gordon McMillan, Isabel Ruiz

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	578-595
Journal	Quarterly Review of Economics and Finance
Volume	49
Issue number	2
DOIs	https://doi.org/10.1016/j.qref.2007.09.006
Publication status	Published - May 2009

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title = "Volatility Persistence, Long Memory and Time-Varying Unconditional Mean: Evidence from 10 Equity Indices",

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