Monitoring distributional changes of squared residuals in GARCH models (Q2980065)
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scientific article; zbMATH DE number 6708626
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| English | Monitoring distributional changes of squared residuals in GARCH models |
scientific article; zbMATH DE number 6708626 |
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Monitoring distributional changes of squared residuals in GARCH models (English)
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27 April 2017
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change point monitoring
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distributional changes of squared residuals
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GARCH model
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0.8980613
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0.87251145
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0.8720308
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0.87119865
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0.8708182
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0.8703525
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0.86580056
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0.86505896
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