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"Estimation Mean Change-Point in ARCH Models with Heavy-Tailed Innovations."

Hao Jin, Zheng Tian, Yunfeng Yang (2010)

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DOI: 10.1080/03610910903480776

access: closed

type: Journal Article

metadata version: 2020-05-10

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Hao Jin, Zheng Tian, Yunfeng Yang:
Estimation Mean Change-Point in ARCH Models with Heavy-Tailed Innovations. Commun. Stat. Simul. Comput. 39(2): 390-404 (2010)

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