Detecting multiple breaks in financial market volatility dynamics

E. Andreou, E. Ghysels

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)579-600
Number of pages21
JournalJournal of Applied Econometrics
Volume17
Issue number5
Publication statusPublished - 2002

Cite this

Andreou, E. ; Ghysels, E. / Detecting multiple breaks in financial market volatility dynamics. In: Journal of Applied Econometrics. 2002 ; Vol. 17, No. 5. pp. 579-600.
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Andreou, E & Ghysels, E 2002, 'Detecting multiple breaks in financial market volatility dynamics', Journal of Applied Econometrics, vol. 17, no. 5, pp. 579-600.

Detecting multiple breaks in financial market volatility dynamics. / Andreou, E.; Ghysels, E.

In: Journal of Applied Econometrics, Vol. 17, No. 5, 2002, p. 579-600.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Detecting multiple breaks in financial market volatility dynamics

AU - Andreou, E.

AU - Ghysels, E.

N1 - Pagination: 21

PY - 2002

Y1 - 2002

M3 - Article

VL - 17

SP - 579

EP - 600

JO - Journal of Applied Econometrics

JF - Journal of Applied Econometrics

SN - 0883-7252

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