"Si-GARCH: Construction and validation of a new method for the detection of ..."

Djamel Zitouni et al. (2017)

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DOI: 10.1080/03610918.2015.1083330

access: closed

type: Journal Article

metadata version: 2020-05-10

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Djamel Zitouni, Benjamin C. Guinhouya, Pierre Ravaux, Christian Vilhelm, Bruno Sarrazin, Mohamed Lemdani, Hossein Mehdaoui:
Si-GARCH: Construction and validation of a new method for the detection of breaking points in models. Commun. Stat. Simul. Comput. 46(4): 3294-3305 (2017)

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