Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes (Q3625359): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03610910802691861 / rank
 
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Latest revision as of 13:07, 1 July 2024

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Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes
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