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Parameter changes in GARCH model - MaRDI portal

Parameter changes in GARCH model (Q5123601)

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scientific article; zbMATH DE number 7252497
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English
Parameter changes in GARCH model
scientific article; zbMATH DE number 7252497

    Statements

    title
    Parameter changes in GARCH model (English)
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    author
    Kosei Fukuda
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    publication date
    29 September 2020
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    zbMATH Keywords
    GARCH(1,1)
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    information criterion
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    model selection
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    parameter change
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    Identifiers

    zbMATH DE Number
    7252497
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    OpenAlex ID
    W2041179690
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