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

David Gordon McMillan, Isabel Ruiz

    Research output: Contribution to journalArticlepeer-review

    19 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)578-595
    JournalQuarterly Review of Economics and Finance
    Volume49
    Issue number2
    DOIs
    Publication statusPublished - May 2009

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