Information Journal Paper
APA:
CopyANDREOU, E., & GHYSELS, E.. (2002). DETECTING MULTIPLE BREAKS IN FINANCIAL MARKET VOLATILITY DYNAMICS. JOURNAL OF APPLIED ECONOMETRICS, 17(-), 579-600. SID. https://sid.ir/paper/633256/en
Vancouver:
CopyANDREOU E., GHYSELS E.. DETECTING MULTIPLE BREAKS IN FINANCIAL MARKET VOLATILITY DYNAMICS. JOURNAL OF APPLIED ECONOMETRICS[Internet]. 2002;17(-):579-600. Available from: https://sid.ir/paper/633256/en
IEEE:
CopyE. ANDREOU, and E. GHYSELS, “DETECTING MULTIPLE BREAKS IN FINANCIAL MARKET VOLATILITY DYNAMICS,” JOURNAL OF APPLIED ECONOMETRICS, vol. 17, no. -, pp. 579–600, 2002, [Online]. Available: https://sid.ir/paper/633256/en