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On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries

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    [3] SEĎA, Petr. Structural breaks in volatility of stock markets. In The 8th International Days of Statistics and Economics: Prague, September 11-13, 2014 : conference proceedings : September 11-13, 2014 Prague, Czech Republic [elektronický zdroj]. Prague : Melandrium, 2014. ISBN 978-80-87990-02-5. P. 1326-1336. Dostupné na: http://msed.vse.cz/msed_2014/article/264-Seda-Petr-paper.pdf
    [3] NGENE, Geoffrey - GORDON, John Wilson. Sector volatility shift modeling, persistence and dynamic information flows. In Southwestern finance association conference (SWFA 2015) [online]. Dostupné na: http://swfa2015.uno.edu/F_Financial_Markets_Idiosyncratic_Volatility/SWFA2015-PAPER143.pdf
    [1] ARAGHI, Mansour Khalili - GHAZANI, Majid Mirzaee. Abrupt changes in volatility: Evidence from TEPIX index in tehran stock exchange. In Iranian Economic Review. ISSN 1026-6542, 2015, 19, 3, pp. 377-393., Registrované v: SCOPUS
    [3] MAY, Cyril - FARRELL, Greg. Modelling exchange rate volatility dynamics: Empirical evidence from South Africa [online]. In: ERSA working paper 705, [cit. 2018-05-14]. Dostupné na: https://econrsa.org/node/1422
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