Change of structure in financial time series and the GARCH model
Research output: Contribution to journal › Journal article › Research › peer-review
Udgivelsesdato: 2004
| Original language | English |
|---|---|
| Journal | Revstat Statistical Journal |
| Volume | 2 |
| Pages (from-to) | 16-41 |
| ISSN | 1645-6726 |
| Publication status | Published - 2004 |
ID: 11760946