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zbMath1248.62148MaRDI QIDQ3407386

Margherita Gerolimetto, Isabella Procidano

Publication date: 4 March 2010

Full work available at URL: http://pphmj.com/abstract/4581.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

structural breaks Bai-Perron test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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