Change point detection in copula ARMA–GARCH Models
| Year of publication: |
2012
|
|---|---|
| Authors: | Na, Okyoung ; Lee, Jiyeon ; Lee, Sangyeol |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 33.2012, 4, p. 554-569
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010568320