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~person:"Lu, Yang K."
~person:"Yamamoto, Yohei"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Lu, Yang K.
Yamamoto, Yohei
Perron, Pierre
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of empirical finance
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The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre
;
Yamamoto, Yohei
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
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2
Modeling and forecasting stock return volatility using a random level shift model
Lu, Yang K.
;
Perron, Pierre
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 138-156
Persistent link: https://www.econbiz.de/10003943961
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