Nonparametric estimation of structural change points in volatility models for time series
| Year of publication: |
2005
|
|---|---|
| Authors: | Chen, Gongmeng ; Choi, Yoon K. ; Zhou, Yong |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 126.2005, 1, p. 79-114
|
| Publisher: |
Elsevier |