Structural change and estimated persistence in the \(GARCH(1,1)\)-model (Q1934140)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Structural change and estimated persistence in the \(GARCH(1,1)\)-model |
scientific article |
Statements
Structural change and estimated persistence in the \(GARCH(1,1)\)-model (English)
0 references
28 January 2013
0 references
long memory
0 references
GARCH
0 references
structural change
0 references