Výrost, Tomáš; Baumöhl, Eduard; Lyócsa, Štefan - Volkswirtschaftliche Fakultät, … - 2011
In this article, we contribute to the discussion of volatility persistence in the presence of sudden changes. We follow previous research, particularly Wang and Moore (2009), who analysed stock market returns in five Central and Eastern European countries using the Iterated Cumulative Sum of...