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Detecting multiple breaks in financial market volatility dynamics
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 579-600
Persistent link: https://www.econbiz.de/10001709317
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2
Detecting multiple breaks in financial market volatility dynamics
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 579-600
Persistent link: https://www.econbiz.de/10006970941
Saved in:
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