Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns
Year of publication: |
2005
|
---|---|
Authors: | Malik, Farooq ; Ewing, Bradley T. ; Payne, James E. |
Published in: |
The Canadian journal of economics. - Boston, MA. : Wiley-Blackwell, ISSN 0008-4085, ZDB-ID 218117-4. - Vol. 38.2005, 3, p. 1037-1056
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Kanada | Canada | Varianzanalyse | Analysis of variance | 1992-1999 |
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