Detecting multiple breaks in financial market volatility dynamics
Version of Record online: 28 OCT 2002
Copyright © 2002 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Special Issue: Modelling and Forecasting Financial Volatility
Volume 17, Issue 5, pages 579–600, September/October 2002
How to Cite
Andreou, E. and Ghysels, E. (2002), Detecting multiple breaks in financial market volatility dynamics. J. Appl. Econ., 17: 579–600. doi: 10.1002/jae.684
- Issue online: 28 OCT 2002
- Version of Record online: 28 OCT 2002
- Manuscript Revised: 6 MAY 2002
- Manuscript Received: 3 DEC 2001
- Marie Curie Individual Fellowship. Grant Number: MCFI-2001-01645
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!