Structural Change Testing in Stochastic Volatility Models

J. del Hoyo and J.-Guillermo Llorente

No 100, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Volatility; Stochastic Volatility; Structural Change; Monte Carlo; Time Varying Parameters (search for similar items in EconPapers)
JEL-codes: C52 G13 (search for similar items in EconPapers)
Date: 2002-07-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:100

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