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Testing for structural breaks in GARCH models
Smith, Daniel R.
- In:
Applied financial economics
18
(
2008
)
10/12
,
pp. 845-862
Persistent link: https://www.econbiz.de/10003739446
Saved in:
2
Testing for structural breaks in GARCH models
Smith, Daniel
- In:
Applied financial economics
18
(
2008
)
10-12
,
pp. 845-862
Persistent link: https://www.econbiz.de/10008085749
Saved in:
3
Testing for structural breaks in GARCH models
Smith, Daniel
- In:
Applied financial economics
18
(
2008
)
10
,
pp. 845
Persistent link: https://www.econbiz.de/10008066625
Saved in:
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