Detecting multiple breaks in financial market volatility dynamics

E. Andreou, E. Ghysels

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	579-600
Number of pages	21
Journal	Journal of Applied Econometrics
Volume	17
Issue number	5
Publication status	Published - 2002

Cite this

@article{7bab761420ea47b4b1a5bf35bf55b45b,

title = "Detecting multiple breaks in financial market volatility dynamics",

author = "E. Andreou and E. Ghysels",

note = "Pagination: 21",

year = "2002",

language = "English",

volume = "17",

pages = "579--600",

journal = "Journal of Applied Econometrics",

issn = "0883-7252",

publisher = "John Wiley and Sons Ltd",

number = "5",

}