VOL. 8 · NO. 1 | January 2021
 
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Articles
Edoh KATCHEKPELE, Tchilabalo Abozou KPANZOU, Jean-Etienne Ouindllassida OUÉDRAOGO
Afr. J. Appl. Stat. 8 (1), 1041-1047, (January 2021) DOI: 10.16929/ajas/2021.1041.256
KEYWORDS: Change-point, Squared cusum test, GARCH model, application, 37M10, 62P20
Gado SEMA, Mamadou Abdoulaye KONTE, Abdou Kâ DIONGUE
Afr. J. Appl. Stat. 8 (1), 1049-1071, (January 2021) DOI: 10.16929/ajas/2021.1049.257
KEYWORDS: value-at-risk, Markov-switching, GJR-GARCH, stable distribution, 60J10, 60G52
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