Structural change and estimated persistence in the GARCH(1,1)-model
| Year of publication: |
2007
|
|---|---|
| Authors: | Krämer, Walter ; Azamo, Baudouin Tameze |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 97.2007, 1, p. 17-23
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