Sequential Change-Point Detection in GARCH(p, q) Models
István Berkes, Edit Gombay, Lajos Horváth and Piotr KokoszkaVolume:
20
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/3533449
Date:
December, 2004
File:
PDF, 2.10 MB
english, 2004