SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
- Berkes, Istv n
- Gombay, Edit
- Horv th, Lajos
- Kokoszka, Piotr
No abstract is available for this item.
Volume (Year): 20 (2004)
Issue (Month): 06 (December)
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- repec:bap:journl:170204 is not listed on IDEAS
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