On the Cusum test for parameter changes in garch(1,1) Models (Q4541704): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03610920008832494 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2086147858 / rank | |||
Normal rank | |||
Revision as of 20:40, 19 March 2024
scientific article; zbMATH DE number 1772099
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Cusum test for parameter changes in garch(1,1) Models |
scientific article; zbMATH DE number 1772099 |
Statements
On the Cusum test for parameter changes in garch(1,1) Models (English)
0 references
28 July 2002
0 references
