Estimating Volatility Persistence in Oil Prices Under Structural Breaks
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6288.2010.00283.x/fullpdf
Reference36 articles.
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3. Detecting multiple breaks in financial market volatility dynamics;Andreou;Journal of Applied Econometrics,2002
4. Modelling structural breaks, long memory and stock market volatility: An overview;Banerjee;Journal of Econometrics,2005
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