Testing for parameter constancy in GARCH\((p,q)\) models (Q1767739)
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scientific article; zbMATH DE number 2142297
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| English | Testing for parameter constancy in GARCH\((p,q)\) models |
scientific article; zbMATH DE number 2142297 |
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Testing for parameter constancy in GARCH\((p,q)\) models (English)
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8 March 2005
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Change in parameters
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GARCH model
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Likelihood scores
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0.8919410705566406
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0.8919410705566406
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0.8749699592590332
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0.8727120757102966
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0.8576468825340271
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