Modern Economy

Vol.9 No.10(2018), Paper ID 87852, 9 pages

DOI:10.4236/me.2018.910102

 

How Are Structural Breaks Related to Stock Return Volatility Persistence? Evidence from China and Japan

 

Chikashi Tsuji

 

Faculty of Economics, Chuo University, Tokyo, Japan

 

Copyright © 2018 Chikashi Tsuji et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Tsuji, C. (2018) How Are Structural Breaks Related to Stock Return Volatility Persistence? Evidence from China and Japan. Modern Economy, 9, 1635-1643. doi: 10.4236/me.2018.910102.
Journals Menu
Follow SCIRP
Contact us
customer@scirp.org
WhatsApp +86 18163351462
(WhatsApp)
Click here to send a message to me 1655362766

SCIRP WeChat

Copyright © 2026 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.