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Detecting changes in ARCH-models
- 1.0410038 - UTIA-B 990021 RIV CZ eng C - Conference Paper (international conference)
Michálek, Jiří
Detecting changes in ARCH-models.
Cheb: University of West Bohemia, 1999. ISBN 80-7082-492-1. In: Proceedings of the International Conference Mathematical Methods in Economics. - (Plevný, M.; Friedrich, V.), s. 122-127
[Mathematical Methods in Economics /16./. Cheb (CZ), 08.09.1998-10.09.1998]
R&D Projects: GA ČR GA402/96/0428
Institutional research plan: AV0Z1075907
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0130130
Number of the records: 1