Estimating volatility persistence under a Brexit-vote structural break

Tola Adesina

Year of publication:	November 2017
Authors:	Adesina, Tola
Published in:	Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 23.2017, p. 65-68
Subject:	Volatility persistence \| Structural break \| Brexit \| Strukturbruch \| Volatilität \| Volatility \| Großbritannien \| United Kingdom \| ARCH-Modell \| ARCH model \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory

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