Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets

Author: Baumöhl E.   Lyócsa Š.   Výrost T.  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.18, Iss.12, 2011-08, pp. : 1103-1109

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Abstract