Sudden Changes In Volatility In Central And Eastern Europe Foreign Exchange Markets
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Keywordscurrency markets; volatility persistence; GARCH models; shifts in volatility; economic and political events;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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