Sudden changes in volatility: The case of five central European stock markets

Journal of International Financial Markets, Institutions and Money

Volumn 19, Issue 1, 2009, Pages 33-46

  Wang, Ping ^a   Moore, Tomoe ^b  

^a UNIVERSITY OF BIRMINGHAM   (United Kingdom)

^b BRUNEL UNIVERSITY   (United Kingdom)

Author keywords

Emerging stock markets; GARCH; ICSS algorithm; Stock return volatility

Indexed keywords

EID: 57649225436     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2007.08.006     Document Type: Article

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