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Specification error caused by level shifts and temporary ch..:
Trívez, F. Javier
;
Catalán, Beatriz
Journal of Statistical Computation and Simulation. 78 (2008) 9 - p. 853-868 , 2008
Link:
https://doi.org/10.1080/00949650701384147
RT Journal T1 <Title>Specification error caused by level shifts and temporary changes in ARMA–GARCH models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_00949650701384147&Exemplar=1&LAN=DE A1 Trívez, F. Javier A1 Catalán, Beatriz PB Informa UK Limited YR 2008 SN 0094-9655 SN 1563-5163 JF Journal of Statistical Computation and Simulation VO 78 IS 9 SP 853 OP 868 LK http://dx.doi.org/https://doi.org/10.1080/00949650701384147 DO https://doi.org/10.1080/00949650701384147 SF ELIB - SuUB Bremen
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