Tests of parameters instability: Theoretical study and empirical analysis on two types of models (ARMA model and market model)

International Journal of Economics and Financial Issues

Volumn 2, Issue 3, 2012, Pages 246-266

  Farhani, Sahbi ^a  

^a UNIVERSITY OF TUNIS EL MANAR   (Tunisia)

Author keywords

ARMA model; Breakpoints; SLRM; Structural change; Tests of parameters instability

Indexed keywords

EID: 84979819273     PISSN: 21464138     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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