Detecting for smooth structural changes in GARCH models
Bin Chen, Yongmiao Hong
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Chen, Bin ; Hong, Yongmiao |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 32.2016, 3, p. 740-791
|
| Subject: | ARCH-Modell | ARCH model | Strukturwandel | Structural change | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466614000942 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011606827