Eric Hillebrand

Estimating and forecasting GARCH models in the presence of structural breaks and regime switches

Publikation: Bidrag til bog/antologi/rapport/proceedingBidrag til bog/antologiForskningpeer review

  • Eric Hillebrand
  • Medeiros, Marcelo C, Pontifical Catholic University of Rio de Janeiro, Brasilien
OriginalsprogEngelsk
TitelForecasting in the presence of structural breaks and uncertainty
UdgivelsesstedBingley, UK
ForlagEmerald Group Publishing
Udgivelsesår2008
Sider303-327
StatusUdgivet - 2008
SerietitelFrontiers of Economics and Globalization
Vol/bind3
ISSN1574-8715

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