Sangyeol Lee, Jiyeon Lee. Residual Based Cusum Test for Parameter Change in AR-GARCH Models. In Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, editors, Modeling Dependence in Econometrics - Selected Papers of the Seventh International Conference of the Thailand Econometric Society, TES 2014, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014. Volume 251 of Advances in Intelligent Systems and Computing, pages 101-111, Springer, 2014. [doi]
Abstract is missing.