Specification and structural break tests for additive models with applications to realized variance data
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| Main Authors: | , , |
|---|---|
| Format: | Article (Journal) |
| Language: | English |
| Published: |
September 2015
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| In: |
Journal of econometrics
Year: 2015, Volume: 188, Issue: 1, Pages: 196-218 |
| ISSN: | 0304-4076 |
| Subjects: | |
| Online Access: |
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| Author Notes: | M.R. Fengler, E. Mammen, M. Vogt |
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