Department of Economics and Business Economics

Testing for Parameter Instability across Different Modeling Frameworks

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

  • Francesco Calvori, R&D, UnipolSai Assicurazioni, Italy
  • Drew Creal, University of Chicago, United States
  • Simon Johannes Maria Koopman
  • André Lucas, Vrije Universiteit Amsterdam, Tinbergen Institute Amsterdam, Netherlands
Original languageEnglish
JournalJournal of Financial Econometrics
Volume15
Issue2
Pages (from-to)223-246
ISSN1479-8409
DOIs
Publication statusPublished - 2017

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