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DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS - MaRDI portal

DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626)

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scientific article; zbMATH DE number 6607505
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DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS
scientific article; zbMATH DE number 6607505

    Statements

    title
    DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (English)
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    author
    Bin Chen
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    Yongmiao Hong
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    publication date
    29 July 2016
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    cites work
    Q4727203
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    Q4084474
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    Identifiers

    zbMATH DE Number
    6607505
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    OpenAlex ID
    W2163757898
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