Neglecting parameter changes in GARCH models
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Publication:265108
DOI10.1016/J.JECONOM.2004.09.005zbMATH Open1337.62233OpenAlexW2057884190MaRDI QIDQ265108FDOQ265108
Authors: Eric Hillebrand 
Publication date: 1 April 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.09.005
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