Neglecting parameter changes in GARCH models
| Year of publication: |
2005
|
|---|---|
| Authors: | Hillebrand, Eric |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 129.2005, 1, p. 121-138
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