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    Real time detection of structural breaks in GARCH models

    14 years 9 months ago
    Real time detection of structural breaks in GARCH models
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    Zhongfang He, John M. Maheu
    claim paper
    Added 09 Dec 2010
    Updated 09 Dec 2010
    Type Journal
    Year 2010
    Where CSDA
    Authors Zhongfang He, John M. Maheu
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