Detecting parameter shift in GARCH models
Chia-Shang James Chu
| Year of publication: |
1995
|
|---|---|
| Authors: | Chu, Chia-shang James |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 14.1995, 2, p. 241-266
|
| Subject: | Zeitreihenanalyse | Time series analysis | Simulation | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001180038