Pedro L. Valls Pereira

Publication Activity (10 Years)

Years Active: 2008-2008
Publications (10 Years): 0

Publications

Soosung Hwang, Pedro L. Valls Pereira
The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models. Commun. Stat. Simul. Comput. 37 (3) (2008)