Structural breaks and financial volatility : lessons from the BRIC countries
Lucia Morales (Dublin Institute of Technology), Esmeralda Gassie-Falzone (Conservatoire National des Arts et Métiers)
| Year of publication: |
December 2014
|
|---|---|
| Authors: | Morales, Lucia ; Gassie-Falzone, Esmeralda |
| Published in: |
Economics, management and financial markets. - New York, NY : Addleton Acad. Publ., ISSN 1938-212X, ZDB-ID 2270776-1. - Vol. 9.2014, 4, p. 67-91
|
| Subject: | BRIC | ICSS | GARCH | T-GARCH | financial volatility | Volatilität | Volatility | BRICS-Staaten | BRICS countries | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Börsenkurs | Share price | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011544269