An empirical analysis of structural changes in emerging market volatility
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- William Shambora & Shamila Jayasuriya, 2008. "The world is shrinking: Evidence for stock market convergence," Economics Bulletin, AccessEcon, vol. 7(14), pages 1-12.
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[The Halting Problem applied to Structural Breaks in Financial Time Series]," MPRA Paper 37072, University Library of Munich, Germany.
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More about this item
- F3 - International Economics - - International Finance
- G1 - Financial Economics - - General Financial Markets
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