Switching volatility in private international equity markets

International Journal of Finance and Economics

Volumn 5, Issue 4, 2000, Pages 265-283

  Susmel, Raul ^a  

^a UNIVERSITY OF HOUSTON   (United States)

Author keywords

ARCH; Structural change; Volatility

Indexed keywords

MARKET CONDITIONS; STOCK MARKET;

EID: 0034546888     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/1099-1158(200010)5:4<265::AID-IJFE132>3.0.CO;2-H     Document Type: Article

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