Title of article
Testing for parameter constancy in GARCH(p,q) models
Author/Authors
Istvan Berkes، نويسنده , , Lajos Horv?th، نويسنده , , Piotr Kokoszka، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2004
Pages
11
From page
263
To page
273
Keywords
Change in parameters , Likelihood scores , GARCH model
Journal title
Statistics and Probability Letters
Serial Year
2004
Journal title
Statistics and Probability Letters
Record number
140412
Link To Document