Neglecting parameter changes in GARCH models
| Year of publication: |
2005
|
|---|---|
| Authors: | Hillebrand, Eric |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 129.2005, 1-2, p. 121-138
|
| Publisher: |
Elsevier |