Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Reference30 articles.
1. Bai J, Perron P (2003) Computation and analysis of multiple structural change models. J Appl Econ 18:1–22
2. Belkin P, Weiss M, Nelson R, Darek E (2012) The eurozone crisis: overview and issues for congress. Congr Res Serv Rep R42377
3. Bollerslev T (1986) Generalized autoregressive conditional heteroskedasticity. J Econ 72:307–327
4. Cappiello L, Engle R, Sheppard K (2006) Asymmetric dynamics in the correlations of global equity and bond returns. J Financ Econ 4:537–572
5. Cecchetti, S., Flores-Lagunes, A., & Krause, S. (2006). Assessing the Sources of Changes in the Volatility of Real Growth. The National Bureau of Economic Research, Working Paper , No.11946.
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献