Title of article
Structural change and time dependence in models of stock returns
Author/Authors
Dongcheol Kim، نويسنده , , Stanley J. Kon، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 1999
Pages
26
From page
283
To page
308
Keywords
Structural Change , GARCH , Persistence in volatility , Daily stock returns
Journal title
Journal of Empirical Finance
Serial Year
1999
Journal title
Journal of Empirical Finance
Record number
130648
Link To Document