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Simulation Study on the Scale Change Test for Autoregressive Models with Heavy-Tailed Innovations
Simulation Study on the Scale Change Test for Autoregressive Models with Heavy-Tailed Innovations
Siyun Park, | 한국데이터정보과학회 | 2006 ,
2
Modelling KOSPI200 Data Based on GARCH(1,1) Parameter Change Test
Modelling KOSPI200 Data Based on GARCH(1,1) Parameter Change Test
Si Yun Park, | 한국데이터정보과학회 | 2007 ,
3
Modelling KOSPI200 Data Based on GARCH(1,1) Parameter Change Test
Modelling KOSPI200 Data Based on GARCH(1,1) Parameter Change Test
Siyun Park, | 한국데이터정보과학회 | 2007 ,
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