Structural change and estimated persistence in the GARCH(1,1)-model

Walter Krämer and Baudouin Tameze Azamo

Economics Letters, 2007, vol. 97, issue 1, 17-23

Date: 2007
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Working Paper: Structural change and estimated persistence in the GARCH(1,1)-model (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:97:y:2007:i:1:p:17-23

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