Stochastic volatility in the Spanish stock market: A long memory model with a structural break

  1. Gil-Alana, L.A.
  2. Cunado, J.
  3. De Gracia, F.P.
Journal:
European Journal of Finance

ISSN: 1351-847X,  1466-4364

Year of publication: 2008

Volume: 14

Issue: 1

Pages: 23-31

Type: Article

DOI: 10.1080/13518470701773650 GOOGLE SCHOLAR
Data source: Scopus