IGARCH models and structural breaks
Guglielmo Maria Caporale, Nikitas Pittis and Nicola Spagnolo
| Year of publication: |
2003
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Pittis, Nikitas ; Spagnolo, Nicola |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 10.2003, 12, p. 765-768
|
| Subject: | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | 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/10001819341