Adaptive detection of multiple change-points in asset price volatility

Long Memory in Economics

Volumn , Issue , 2007, Pages 129-156

  Lavielle, Marc ^a   Teyssière, Gilles ^b  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b University Paris I Sorbonne Panthéon   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84892208824     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/978-3-540-34625-8_5     Document Type: Chapter

References (61)

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