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person:"Herwartz, Helmut"
subject:"Share price"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Koopman, Siem Jan"
~subject:"Exchange rate"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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Herwartz, Helmut
Koopman, Siem Jan
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
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