Neglecting parameter changes in GARCH models (Q265108): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jeconom.2004.09.005 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2004.09.005 / rank | |||
Normal rank | |||
Revision as of 15:21, 8 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Neglecting parameter changes in GARCH models |
scientific article |
Statements
Neglecting parameter changes in GARCH models (English)
0 references
1 April 2016
0 references
GARCH
0 references
volatility persistence
0 references
spurious estimation
0 references
spurious unit root
0 references
spurious long memory
0 references
0 references
0 references
0 references
