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Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns
Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns
상세정보
- 자료유형
- 기사
- ISSN
- 00084085
- 저자명
- Malik, F.
- 서명/저자
- Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns / Malik, F. , Ewing, B. T. , Payne, J. E.
- 발행사항
- Toronto : Blackwell Publishing, 2005.
- 형태사항
- pp. 1037-1056
- 주기사항
- included reference
- 기타저자
- Ewing, B. T.
- 기타저자
- Payne, J. E.
- 원문정보
- url
- 모체레코드
- 모체정보확인
- Control Number
- kjul:60249350
MARC
008200107s2005 ulk aa eng■022 ▼a00084085
■1001 ▼aMalik, F.
■24510▼aMeasuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns▼dMalik, F.▼eEwing, B. T.▼ePayne, J. E.
■260 ▼aToronto▼bBlackwell Publishing▼c2005.
■300 ▼app. 1037-1056
■500 ▼aincluded reference
■7001 ▼aEwing, B. T.
■7001 ▼aPayne, J. E.
■773 ▼tThe Canadian journal of economics▼gVol. 38 No. 3 (2005. 8)▼d2005, 08
■856 ▼uhttp://www.blackwellpublishing.com/journals/CJE
■SIS ▼aS027965▼b60077301▼h8▼s2▼fP
