Heterogeneous autoregressive model with structural break using nearest neighbor truncation volatility estimators for DAX

Wen Cheong ChinMin Cherng LeeGrace Lee Ching Yap2025-01-022025-01-022016-11-0610.1186/s40064-016-3465-xhttps://dspace-cris.utar.edu.my/handle/123456789/9686Heterogeneous autoregressive model with structural break using nearest neighbor truncation volatility estimators for DAXjournal-article