Structural attribution of observed volatility clustering.

CWJ (Clive) Granger, MJ Machina

Research output: Contribution to journalArticleAcademicpeer-review

Original languageUndefined/Unknown
Pages (from-to)15-29
Number of pages15
JournalJournal of Econometrics
Volume135
Issue number1-2
Publication statusPublished - 2006

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