Estimation of GARCH process in the presence of structural change

Authors
J.-G. Simonato
Citation
J.-G. Simonato, Estimation of GARCH process in the presence of structural change, Economics letters, 40(02), 1992, pp. 155
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
40
Issue
02
Year of publication
1992
Database
ICR
SICI code
0165-1765(1992)40:02<155:EOGPIT>2.0.ZU;2-I