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"The Effects of Structural Breaks in ARCH and GARCH Parameters on ..."

Soosung Hwang, Pedro L. Valls Pereira (2008)

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DOI: 10.1080/03610910701812378

access: closed

type: Journal Article

metadata version: 2020-05-10

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Soosung Hwang, Pedro L. Valls Pereira:
The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models. Commun. Stat. Simul. Comput. 37(3): 571-578 (2008)

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