Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility
Year of publication: |
2007
|
---|---|
Authors: | Nguyen, Duc Khuong ; Bellalah, Mondher |
Institutions: | Development and Policies Research Center (Depocen) |
Subject: | Stock Market Liberalization | Return Volatility | Emerging Markets | Bivariate GARCH-M models | Structural Breaks | Pooled Time-Series Analysis |
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