✦ LIBER ✦

Testing for parameter changes in ARCH models

✍ Scribed by P. Kokoszka; R. Leipus

Book ID: 105588142
Publisher: Springer
Year: 1999
Tongue: English
Weight: 593 KB
Volume: 39
Category: Article
ISSN: 0363-1672
DOI: 10.1007/bf02469283

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