Detecting Parameter Shift in Generalized Autoregressive Conditional Heteroskedasticity Models.
| Year of publication: |
1993
|
|---|---|
| Authors: | Chu, C.S.J. |
| Institutions: | Department of Economics, University of Southern California |
| Subject: | econometrics |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 25 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005780173