Measures of volatility for the Romanian Stock Exchange: a regime switching approach
Authors
Iulian-Cornel Lolea
The Bucharest University of Economic Studies,, Bucharest, Romania
Lucian Constantin Vilcu
vilcu.constantin.lucian@gmail.com
The Bucharest University of Economic Studies,, Bucharest, Romania
DOI: https://doi.org/10.2478/picbe-2018-0049 | Journal eISSN: 2558-9652
Language: English
Page range: 544 - 556
Published on: Jun 15, 2018
Published by: Bucharest University of Economic Studies
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
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© 2018 Iulian-Cornel Lolea, Lucian Constantin Vilcu, published by Bucharest University of Economic Studies
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.