Estimation of GARCH process in the presence of structural change
Year of publication: |
1992
|
---|---|
Authors: | Simonato, Jean-Guy |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 40.1992, 2, p. 155-158
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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