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Environmental science and pollution research international, 2020
Uğur Korkut Pata
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Uğur Korkut Pata
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Environmental science and pollution research international, 2019
Uğur Korkut Pata
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Uğur Korkut Pata
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Environmental science and pollution research international, 2017
Eyup Dogan, I. Ozturk
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Eyup Dogan, I. Ozturk
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Structural Breaks and Garch Modelling
1996This paper proposes a generalisation of the standard GARCH model which allows discrete switching to occur in a variety of ways. Given the recognition that some findings of autoregressive error processes may be due simply to structural breaks in the variance process (Diebold (1986)) this framework becomes a natural one for modelling this possibility. We
Stephen G. Hall, Martin Sola
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Returning to the lab after a career break
Nature Reviews Molecular Cell Biology, 2022Jane Skok
exaly
Viruses and autophagy: bend, but don’t break
Nature Reviews Microbiology, 2023Alagie Jassey, William T Jackson
exaly
Estimating volatility persistence under a Brexit-vote structural break
, 2017Tola Adesina
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A Structural Break Cartel Screen for Dating and Detecting Collusion
Review of Industrial Organization, 2018Carsten J. Crede
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