Uk brexit crisis : modelling stock market volatility using an intervention arima model
By: Bu Zayyan, Mukhtariyah; Qadiri, Ala al-Din. Recherches Économiques et Managériales. Vol. 14, no. 4 (Special issue) (2020), pp.57-72, 16 p.
Subjects: Financial markets; Political crises; Statistical analysis