Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns
| Year of publication: |
2005
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|---|---|
| Authors: | Malik, Farooq ; Ewing, Bradley T. ; Payne, James E. |
| Published in: |
The Canadian journal of economics. - Boston, Mass. [u.a.] : Blackwell, ISSN 0008-4085, ZDB-ID 2181174. - Vol. 38.2005, 3, p. 1037-1056
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