Identifying Volatility Clusters Using the PPM: A Sensitivity Analysis
| Year of publication: |
2004
|
|---|---|
| Authors: | Loschi, Rosangela H. ; Bastos, Leonardo S. ; Iglesias, Pilar L. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 24.2004, 4, p. 305-320
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