Author:
Fernandez Viviana,Lucey Brian M.
Subject
Condensed Matter Physics,Statistics and Probability
Reference32 articles.
1. Forecasting volatility in financial markets: a review;Poon;J. Econ. Lit.,2003
2. Persistence in variance, structural change, and the GARCH Model;Lamoureux;J. Bus. Econ. Stat.,1990
3. Use of cumulative sums of squares for retrospective detection of changes of variance;Inclan;J. Am. Stat. Assoc.,1994
4. Volatility in emerging stock markets;Aggarwal;J. Financial Quant. Anal.,1999
5. S. Hammoudeh, H. Li, Sudden changes in volatility in emerging markets: the case of Gulf Arab stock markets, Int. Rev. Financial Anal. (2006), in press, corrected proof.
Cited by
23 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