The Estimation of GARCH‐types of Models with Multiple Change Points in Japanese Stock Returns

Takayuki Shiohama

Economic Review, 2006, vol. 57, issue 1, 58-71

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:hit:ecorev:v:57:y:2006:i:1:p:58-71

DOI: 10.15057/21581

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