Structural change and estimated persistence in the \(GARCH(1,1)\)-model (Q1934140)
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scientific article; zbMATH DE number 6131272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural change and estimated persistence in the \(GARCH(1,1)\)-model |
scientific article; zbMATH DE number 6131272 |
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Structural change and estimated persistence in the \(GARCH(1,1)\)-model (English)
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28 January 2013
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long memory
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GARCH
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structural change
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