Testing for structural breaks in GARCH models
Year of publication: |
2008
|
---|---|
Authors: | Smith, Daniel R. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 18.2008, 10/12, p. 845-862
|
Subject: | Strukturbruch | Structural break | Schätzung | Estimation | ARCH-Modell | ARCH model |
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