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Article (Scientific journals)
Modeling Structural Changes in the Volatility Process
Lehnert, Thorsten; Frijns, Bart; Zwinkels, R.
2011 • In Journal of Empirical Finance
Peer Reviewed verified by ORBi
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https://hdl.handle.net/10993/14482
DOI
10.1016/j.jempfin.2011.01.005
 

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Disciplines :
Finance
Identifiers :
UNILU:UL-ARTICLE-2011-194
Author, co-author :
Lehnert, Thorsten  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Frijns, Bart
Zwinkels, R.
Language :
English
Title :
Modeling Structural Changes in the Volatility Process
Publication date :
2011
Journal title :
Journal of Empirical Finance
ISSN :
0927-5398
Publisher :
Elsevier Science
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 09 January 2014

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