Large shocks in the volatility of the Dow Jones Industrial...

Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013

Charles, Amélie, Darné, Olivier
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Volume:
43
Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2014.03.022
Date:
June, 2014
File:
PDF, 624 KB
english, 2014
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