Testing for parameter changes in ARCH models (Q1568067): Difference between revisions

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+Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
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+Q5560061
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+Detecting parameter shift in garch models
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+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
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+Testing and estimating in the change-point problem of the spectral function
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+The change-point problem for dependent observations
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+Autoregressive conditional heteroskedasticity and changes in regime
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+Testing for parameter changes in ARCH models
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+Q4874059
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