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Detecting multiple breaks in financial market volatility dynamics

Andreou,E.
; 
Ghysels,E.
Abstract
Description
Pagination: 21
Date
2002
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Tilburg University Research Output Collection
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Keywords
SDG 10 - Reduced Inequalities
Citation
Andreou, E & Ghysels, E 2002, 'Detecting multiple breaks in financial market volatility dynamics', Journal of Applied Econometrics, vol. 17, no. 5, pp. 579-600.
URI
https://hdl.handle.net/20.500.14602/40771
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