Pooter, M.D. de; Dijk, D.J.C. van - Erasmus University Rotterdam, Econometric Institute - 2004
local and global) social, political or economic events. Consequently,
multiple sudden and substantial changes in volatility … Venezuela (Latin America) and Czech Republic, Egypt, Hungary, Israel,
Jordan, Morocco, Poland, Russia, South Africa and Turkey … starting date of the
returns series for each country. The countries with the shortest samples (Czech
Republic, Egypt, Hungary …