Modeling Structural Changes in the Volatility Process

Reference : Modeling Structural Changes in the Volatility Process


	Document type :	Scientific journals : Article
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/14482

Title :	Modeling Structural Changes in the Volatility Process
Language :	English
Author, co-author :	Lehnert, Thorsten [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)]
	Frijns, Bart [> >]
	Zwinkels, R. [> >]
Publication date :	2011
Journal title :	Journal of Empirical Finance
Publisher :	Elsevier Science
Peer reviewed :	Yes (verified by ORBi^lu)
ISSN :	0927-5398
Permalink :	http://hdl.handle.net/10993/14482

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