Open AccessTesting for the Long Memory and Multiple Structural Breaks in Consumer ETFs
Author(s) -
Malinda Maya,
Jo-Hui Chen
Publication year - 2022
Language(s) - English
DOI - 10.47260/jafb/1266
Subject(s) - autoregressive fractionally integrated moving average , autoregressive model , econometrics , volatility (finance) , economics , structural break , autoregressive conditional heteroskedasticity , long memory