Identifying regime changes in market volatility

Journal of Financial Research

Volumn 29, Issue 1, 2006, Pages 79-93

  Guo, Weiyu ^a   Wohar, Mark E ^a  

^a UNIVERSITY OF NEBRASKA AT OMAHA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33645125262     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2006.00167.x     Document Type: Review

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