Testing for parameter change epochs in GARCH time series
Stefan Richter, Weining Wang and Wei Biao Wu
| Year of publication: |
2023
|
|---|---|
| Authors: | Richter, Stefan ; Wang, Weining ; Wu, Wei Biao |
| Subject: | GARCH | IGARCH | change-point analysis | concentration inequalities | uniformtest | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utad006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014391712