Department of Economics and Business Economics

Level changes in volatility models

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalAnnals of Finance
Volume8
Issue2-3
Pages (from-to)277-308
Number of pages32
ISSN1614-2446
DOIs
Publication statusPublished - 1 May 2012

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ID: 52827432