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Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns

✍ Scribed by Farooq Malik; Bradley T. Ewing; James E. Payne

Book ID: 110725590
Publisher: John Wiley and Sons
Year: 2005
Tongue: English
Weight: 195 KB
Volume: 38
Category: Article
ISSN: 0008-4085
DOI: 10.1111/j.0008-4085.2005.00315.x

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