Sahbi FARHANI

Tests of Parameters Instability: Theoretical Study and Empirical Applications on Two Types of Models (ARMA Model and Market Model)

Tests of Parameters Instability: Theoretical Study and Empirical Applications on Two Types of Models (ARMA Model and Market Model)

International Journal of Economics and Financial Issues

2012-Cilt: 2 Sayı: 3

246-266

Tests of parameters instability, Structural change, Breakpoints, ARMA model, SLRM

5159

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