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~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Risks : open access journal"
~person:"Chatzikonstanti, Vasiliki"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Prognoseverfahren"
~subject:"State space model"
~subject:"Stochastischer Prozess"
~subject:"Structural break"
~subject:"Strukturbruch"
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Chatzikonstanti, Vasiliki
Gil-Alaña, Luis A.
17
Moosa, Imad A.
15
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11
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8
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Risks : open access journal
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Breaks and outliers when modelling the volatility of the U.S. stock market
Chatzikonstanti, Vasiliki
- In:
Applied economics
49
(
2017
)
46
,
pp. 4704-4717
Persistent link: https://www.econbiz.de/10011844777
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Long memory in log-range series : do structural breaks matter?
Chatzikonstanti, Vasiliki
;
Venetis, Ioannis A.
- In:
Journal of empirical finance
33
(
2015
),
pp. 104-113
Persistent link: https://www.econbiz.de/10011556856
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