Change of structure in financial time series and the GARCH model

Abstract

Udgivelsesdato: 2004

Originalsprog	Engelsk
Tidsskrift	Revstat Statistical Journal
Vol/bind	2
Sider (fra-til)	16-41
ISSN	1645-6726
Status	Udgivet - 2004

@article{4976246022c311de9f0a000ea68e967b,

title = "Change of structure in financial time series and the GARCH model",

abstract = "Udgivelsesdato: 2004",

author = "Mikosch, {Thomas Valentin} and Catalin Starica",

year = "2004",

language = "English",

volume = "2",

pages = "16--41",

journal = "REVSTAT-Statistical Journal",

issn = "1645-6726",

publisher = "Instituto Nacional de Estatistica",

}