SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
| Year of publication: |
2004
|
|---|---|
| Authors: | Berkes, Istv n ; Gombay, Edit ; Horv th, Lajos ; Kokoszka, Piotr |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 20.2004, 06, p. 1140-1167
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |