• 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
  • Pages
    19
  • From page
    79
  • To page
    97
  • Keywords
    wavelets , Volatility breakpoints , ICSS algorithm
  • Journal title
    Economic Systems
  • Serial Year
    2006
  • Journal title
    Economic Systems
  • Record number

    127431

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=127431