Estimation of GARCH process in the presence of structural change
| Year of publication: |
1992
|
|---|---|
| Authors: | Simonato, Jean-Guy |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 40.1992, 2, p. 155-158
|
| Publisher: |
Elsevier |