TY  - JOUR
AU  - D. A. Borzykh
AU  - A. A. Yazykov
TI  - On the practical applicability of three CUSUM-methods for structural breaks detection in EGARCH-models
JO  - Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ
PY  - 2020
SP  - 19
EP  - 30
VL  - 16
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/VSPUI_2020_16_1_a1/
LA  - ru
ID  - VSPUI_2020_16_1_a1
ER  -