Modeling structural changes in the volatility process

Reference : Modeling structural changes in the volatility process


	Document type :	E-prints/Working papers : First made available on ORBilu
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/9638

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 []
	C.J. Zwinkels, Remco []
Publication date :	2010
Peer reviewed :	Yes
Permalink :	http://hdl.handle.net/10993/9638

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