Structural breaks and financial volatility: Lessons from BRIC countries
Year of publication: |
2011
|
---|---|
Authors: | Morales, Lucía ; Gassie, Esmeralda |
Institutions: | Leibniz-Institut für Agrarentwicklung in Transformationsökonomien (IAMO) |
Subject: | BRIC | Energy Markets | GARCH | T-GARCH modeling | Volatility |
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