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~subject:"Panel study"
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Detecting Mutiple Breaks in Financial Market Volatility Dynamics
Andreou, Elena
;
Ghysels, Eric
-
Centre Interuniversitaire de Recherche en Analyse des …
-
2001
We apply several recently proposed tests for
structural
breaks
in conditional variance and covariance dynamics. The …
Persistent link: https://www.econbiz.de/10005100985
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