Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968)
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scientific article; zbMATH DE number 6412983
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for Volatility Shifts in Garch Against Long‐Range Dependence |
scientific article; zbMATH DE number 6412983 |
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Tests for Volatility Shifts in Garch Against Long‐Range Dependence (English)
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9 March 2015
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volatility shifts
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long-range dependence
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GARCH models
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change point analysis
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