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"Residual Based Cusum Test for Parameter Change in AR-GARCH Models."

Sangyeol Lee, Jiyeon Lee (2014)

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DOI: 10.1007/978-3-319-03395-2_6

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-02

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  dblp key:
  - conf/tes2/LeeL14
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Sangyeol Lee, Jiyeon Lee:
Residual Based Cusum Test for Parameter Change in AR-GARCH Models. TES 2014: 101-111

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