Title of article :
The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11
Author/Authors :
Viviana Fernandez، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2006
Keywords :
wavelets , Volatility breakpoints , ICSS algorithm
Journal title :
Economic Systems
Journal title :
Economic Systems
