Structural breaks in volatility: the case of UK sector returns
Year of publication: |
2011
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Authors: | McMillan, David G. ; Wohar, Mark E. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 21.2011, 15 (1.8.), p. 1079-1094
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