Is There More to Long Memory in Fixed-Income Excess Returns and Volatility than Structural Instability?
Year of publication: |
2001-04-01
|
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Authors: | Connolly, Robert A. ; Nuray G½ner ; Hightower, Kenneth N. |
Institutions: | Society for Computational Economics - SCE |
Subject: | long memory | structural instability | fixed-income returns | fixed-income volatility |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2001 Number 223 |
Classification: | C22 - Time-Series Models ; E44 - Financial Markets and the Macroeconomy ; G10 - General Financial Markets. General |
Source: |
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