Parameter changes in GARCH model
- 期刊名称Journal of Applied Statistics
- 作者Fukuda, Kosei
- 卷第37卷
- 期第7期
- 印刷ISSN0266-4763
- 电子ISSN1360-0532
- 文件大小1390.94KB
- 发表时间2010-07
- DOI10.1080/02664760902914524
- 页码1123-1135
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