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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130648
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