Structural Break Detection in Autoregressional Conditional Heteroskedasticity Model: Case of Student’s Distribution
Crossref DOI link: https://doi.org/10.1134/S2070048223040026
Published Online: 2023-07-25
Published Print: 2023-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Borzykh, D. A.
Yazykov, A. A.
Text and Data Mining valid from 2023-07-25
Version of Record valid from 2023-07-25
Article History
Received: 17 October 2022
Revised: 9 November 2022
Accepted: 14 November 2022
First Online: 25 July 2023
CONFLICT OF INTEREST
: The authors declare that they have no conflicts of interest.