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person:"Kapetanios, George"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Leybourne, Stephen James"
~person:"Timmermann, Allan"
~subject:"Structural break"
~subject:"Volatility"
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Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
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