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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 Cana...
Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns

Detailed Information

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.
기본자료저록  
The Canadian journal of economics : Vol. 38 No. 3 (2005. 8) 2005, 08
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

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