Heterogeneous autoregressive model with structural break using nearest neighbor truncation volatility estimators for DAX
Crossref DOI link: https://doi.org/10.1186/s40064-016-3465-x
Published Online: 2016-11-06
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chin, Wen Cheong http://orcid.org/0000-0003-0353-078X
Lee, Min Cherng
Yap, Grace Lee Ching
License valid from 2016-11-06