Testing for structural breaks in GARCH models

Author: Smith Daniel  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.18, Iss.10, 2008-06, pp. : 845-862

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract