provided by Research Papers in Economics
DEPARTMENT OF ECONOMICS
UNIVERSITY OF CYPRUS
DETECTING MULTIPLE BREAKS IN FINANCIAL MARKET
VOLATILITY DYNAMICS
Elena Andreou and Eric Ghysels
Discussion Paper 2002-02
P.O. Box 20537, 1678 Nicosia, CYPRUS Tel.: ++357-2-892430, Fax: ++357-2-892432
Web site: http://www.econ.ucy.ac.cy
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