Testing for structural breaks in GARCH models

Autoria(s): Smith, Daniel
Data(s)

2008
Identificador

http://eprints.qut.edu.au/45130/
Publicador

Routledge
Relação

DOI:10.1080/09603100701262800

Smith, Daniel (2008) Testing for structural breaks in GARCH models. Applied Financial Economics, 18(10), pp. 845-862.
Palavras-Chave #140200 APPLIED ECONOMICS
Tipo

Journal Article
Acesso ao item digital