The results reported in this article were generated using GAUSS 3.6. We thank Rock Rockerfellar and Jackie Lynch for research assistance.
IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY
Version of Record online: 25 JAN 2006
Journal of Financial Research
Volume 29, Issue 1, pages 79–93, March 2006
How to Cite
Guo, W. and Wohar, M. E. (2006), IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY. Journal of Financial Research, 29: 79–93. doi: 10.1111/j.1475-6803.2006.00167.x
- Issue online: 25 JAN 2006
- Version of Record online: 25 JAN 2006
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