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

Sangyeol Lee, Jiyeon Lee (2014)

> Home

Details and statistics

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

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-02

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/tes2/LeeL14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/tes2/LeeL14
Sangyeol Lee, Jiyeon Lee:
Residual Based Cusum Test for Parameter Change in AR-GARCH Models. TES 2014: 101-111

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.