Conference Paper (international conference)

Detecting changes in ARCH-models

Michálek Jiří

: Proceedings of the International Conference Mathematical Methods in Economics, p. 122-127 , Eds: Plevný M., Friedrich V.

: University of West Bohemia, (Cheb 1999)

: Mathematical Methods in Economics /16./, (Cheb, CZ, 08.09.1998-10.09.1998)

: AV0Z1075907

: GA402/96/0428, GA ČR

: 05D, 12B

: AH