Structural Stability Tests with Unknown Breakpoint for the Efficient Method of Moments with Application to Stochastic Volatility Models
Year of publication: |
1998
|
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Authors: | van der Sluis, Pieter J. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Volatilität | Gleichgewichtstheorie | Theorie |
Series: | Tinbergen Institute Discussion Paper ; 98-055/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 82812941X [GVK] hdl:10419/85446 [Handle] RePEc:dgr:uvatin:19980055 [RePEc] |
Source: |
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