Open AccessConvergence of a Randomised Change Point Estimator in GARCH Models
Author(s) -
George Awiakye-Marfo,
Joseph Mung’atu,
Patrick Weke
Publication year - 2021
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2021.112013
Subject(s) - estimator , econometrics , autoregressive conditional heteroskedasticity , mathematics , minimum variance unbiased estimator , economics , asymptotic distribution , statistics , volatility (finance)