Shifts in volatility driven by large stock market shocks (Q1657558)
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scientific article; zbMATH DE number 6917160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shifts in volatility driven by large stock market shocks |
scientific article; zbMATH DE number 6917160 |
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Shifts in volatility driven by large stock market shocks (English)
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13 August 2018
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stochastic volatility
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structural breaks
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