@data{jae.2022314.1310897750,
author = {Andreou, Elena and Ghysels, Eric},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {detecting-multiple-breaks-in-financial-market-volatility-dynamics},
year = {2002},
version = {1},
url = {https://journaldata.zbw.eu/dataset/detecting-multiple-breaks-in-financial-market-volatility-dynamics},
doi = "10.15456/jae.2022314.1310897750" 
}