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![PhD Candidate Altaf Muhammad (altaf@mail.ustc.edu.cn) Professor Zhang Shuguang (sgzhang@ustc.edu.cn) University of Science and Technology of China Abstract In this study we examined the effect of structural break points in conditional […]](https://www.revistadestatistica.ro/wp-content/uploads/2015/04/coperta_RRS1_2015-115x115.jpg "Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets")
Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets
Posted on April 21, 2015 | No CommentsPhD Candidate Altaf Muhammad (altaf@mail.ustc.edu.cn) Professor Zhang Shuguang (sgzhang@ustc.edu.cn) University of Science and Technology of China Abstract In this study we examined the effect of structural break points in conditional […]