P-8 TRENDS IN ALCOHOL-ASSOCIATED CIRRHOSIS IN CHILE: A POPULATION STUDY BETWEEN 2001 TO 2020.



The meaning of structural breaks for risk management: new evidence, mechanisms, and innovative views for the post-COVID-19 era

This paper quantitatively reveals the meaning of structural breaks for risk management by analyzing US and major European banking sector stocks.Applying newly extended Glosten-Jagannathan-Runkle generalized autoregressive conditional heteroscedasticity models, we supply the following new evidence.First, we find that incorporating structural breaks

read more