Detecting multiple breaks in financial market volatility dynamics
| Year of publication: |
2002
|
|---|---|
| Authors: | Andreou, Elena ; Ghysels, Eric |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 17.2002, 5, p. 579-600
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