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Applied Economics Letters Volume 22, 2015 - Issue 13
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Original Articles

Detecting jumps and regime switches in international stock markets returns

Julien ChevallierIPAG Business School, IPAG Lab, 75006Paris, France;Université Paris 8, LED, 93526Saint-Denis Cedex, FranceCorrespondence[email protected]
&
Stéphane GoutteUniversité Paris 8, LED, 93526Saint-Denis Cedex, France;ESG Management School, 75013Paris, France
Pages 1011-1019 | Published online: 02 Jan 2015

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