Work

Nonparametric estimation of structural change points in volatility models for time series

Year: 2004

Type: article

Source: Journal of Econometrics

DOI: 10.1016/j.jeconom.2004.02.008

Authors: Gongmeng Chen, Yoon K. Choi, Yong Zhou

Institutions: Hong Kong Polytechnic University, University of Central Florida, Chinese Academy of Sciences

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2163537640

FWCI: 4.063

Cites: 43

Cited by: 52

Related to: 10