Detecting multiple breaks in financial market volatility dynamics

E. Andreou, E. Ghysels

Research output: Contribution to journalArticleScientificpeer-review

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

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