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1 Ergebnisse
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The Effects of Structural Breaks in ARCH and GARCH Paramete..:
Hwang, Soosung
;
Valls Pereira, Pedro L.
Communications in Statistics - Simulation and Computation. 37 (2008) 3 - p. 571-578 , 2008
Link:
https://doi.org/10.1080/03610910701812378
RT Journal T1
The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models
UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_03610910701812378&Exemplar=1&LAN=DE A1 Hwang, Soosung A1 Valls Pereira, Pedro L. PB Informa UK Limited YR 2008 SN 0361-0918 SN 1532-4141 JF Communications in Statistics - Simulation and Computation VO 37 IS 3 SP 571 OP 578 LK http://dx.doi.org/https://doi.org/10.1080/03610910701812378 DO https://doi.org/10.1080/03610910701812378 SF ELIB - SuUB Bremen
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