Estimating and forecasting structural breaks in financial time series

Luc Bauwens, Arnaud Dufays and Bruno de Backer

Year of publication:	2011
Authors:	Bauwens, Luc ; Dufays, Arnaud ; De Backer, Bruno
Publisher:	Louvain-la-Neuve : CORE
Subject:	Strukturbruch \| Structural break \| Zeitreihenanalyse \| Time series analysis \| Prognoseverfahren \| Forecasting model \| Schätzung \| Estimation \| Theorie \| Theory

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