The war on terror and its impact on the long-term volatility of financial markets

International Review of Financial Analysis

Volumn 17, Issue 1, 2008, Pages 1-26

  Fernandez, Viviana ^a  

^a UNIVERSITY OF CHILE   (Chile)

Author keywords

SEMIFARIMA; Volatility breakpoints; Wavelets

Indexed keywords

EID: 37349057114     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2006.11.003     Document Type: Article

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