Sequential change-point detection in Garch (p,q) models
Year of publication: |
2004
|
---|---|
Authors: | Berkes, István ; Gombay, Edit ; Horváth, Lajos ; Kokoszka, Piotr |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 6, p. 1140-1167
|
Subject: | ARCH-Modell | ARCH model |
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