Autoregressive conditional heteroskedasticity and changes in regime

DOI10.1016/0304-4076(94)90067-1zbMath0825.62950OpenAlexW2157895285MaRDI QIDQ1341198

Publication date: 28 November 1995

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90067-1

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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