The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models

DOI10.1080/03610910701812378zbMath1159.91466OpenAlexW3122368781MaRDI QIDQ3625281

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Publication date: 12 May 2009

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910701812378

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