On the Cusum test for parameter changes in garch(1,1) Models (Q4541704)

From MaRDI portal
Revision as of 20:40, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
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
    0 references
    0 references
    0 references
    28 July 2002
    0 references

    Identifiers