Structural change and estimated persistence in the GARCH(1,1)-model
| Year of publication: |
2007
|
|---|---|
| Authors: | Kramer, Walter ; Azamo, Baudouin Tameze |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 97.2007, 1, p. 17-23
|
| Publisher: |
Elsevier |