Sequential change-point detection in GARCH(p.q) models

István Berkes, Edit Gombay, Lajos Horvath, Piotr Kokoszka

Institute of Statistics (5060)

Research output: Contribution to journal › Article › peer-review

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Asymptotic and Statistical Analysis of Time Series in Economy and Finance
Hörmann, S., Schauer, J., Berkes, I. & Jirak, J. M.
1/01/02 → …
Project: Research area