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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
Detailed Information
- Material Type
- 기사
- ISSN
- 00084085
- Author
- Malik, F.
- Title/Author
- Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns / Malik, F. ; Ewing, B. T. ; Payne, J. E.
- Publish Info
- Toronto : Blackwell Publishing, 2005.
- Material Info
- pp. 1037-1056
- General Note
- included reference
- Added Entry-Personal Name
- Ewing, B. T.
- Added Entry-Personal Name
- Payne, J. E.
- Electronic Location and Access
- 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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