Article · Journal · 2021

Convergence of a Randomised Change Point Estimator in GARCH Models

Journal of Mathematical Finance

Citations: 0from other works
Field-weighted impact: 0.001.00 is the world average for its field and year
Among its field: 9th percentileby citations, against works of its field and year
Authors: 3from 2 institutions

Authors

3 authors across 2 institutions in 1 country