Shifts in volatility driven by large stock market shocks (Q1657558)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Shifts in volatility driven by large stock market shocks |
scientific article |
Statements
Shifts in volatility driven by large stock market shocks (English)
0 references
13 August 2018
0 references
stochastic volatility
0 references
structural breaks
0 references