Detecting multiple breaks in financial market volatility dynamics
Article first published 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 published online: 28 OCT 2002
- Article first published online: 28 OCT 2002
- Manuscript Revised: 6 MAY 2002
- Manuscript Received: 3 DEC 2001
- Marie Curie Individual Fellowship. Grant Number: MCFI-2001-01645
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