Real time detection of structural breaks in GARCH models

Real time detection of structural breaks in GARCH models

Zhongfang He, John M. Maheu
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Volume:
54
Year:
2010
Language:
english
Pages:
13
DOI:
10.1016/j.csda.2009.09.038
File:
PDF, 1.27 MB
english, 2010
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