"Real time detection of structural breaks in GARCH models."

Zhongfang He, John M. Maheu (2010)

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DOI: 10.1016/J.CSDA.2009.09.038

access: closed

type: Journal Article

metadata version: 2020-02-18

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Zhongfang He, John M. Maheu:
Real time detection of structural breaks in GARCH models. Comput. Stat. Data Anal. 54(11): 2628-2640 (2010)

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