文章基本信息
- 标题：Change-point detection in GARCH models: asymptotic and bootstrap tests
- 本地全文：下载
- 作者：Piotr KOKOSZKA ; Gilles TEYSSIERE
- 期刊名称：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain
- 出版年度：2002
- 卷号：2002
- 出版社：Center for Operations Research and Econometrics (UCL), Louvain
