Testing for parameter change epochs in GARCH time series (2023)
Attributed to:
New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1093/ectj/utad006
Publication URI: http://dx.doi.org/10.1093/ectj/utad006
Type: Journal Article/Review
Parent Publication: The Econometrics Journal
Issue: 3