Structural Breaks and Financial Volatility: Lessons from the BRIC Countries

Lucía Morales, Esmeralda Gassie-Falzone

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
JournalEconomics, Management, and Financial Markets
Publication statusPublished - 2014

Keywords

  • BRIC
  • ICSS
  • GARCH
  • T-GARCH
  • financial volatility

Cite this