Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes
2009 ◽
Vol 38
(5)
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pp. 919-938
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2018 ◽
Vol 8
(3)
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pp. 217-227
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2021 ◽
pp. 1-1
1992 ◽
Vol 38
(5)
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pp. 1597-1602
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2019 ◽
Vol 30
(7)
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pp. 075001
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2019 ◽
Vol 26
(5)
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pp. 685-689
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1996 ◽
Vol 25
(2)
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pp. 507-520
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