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Revision as of 12:41, 11 February 2024

scientific article; zbMATH DE number 2202811
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SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
scientific article; zbMATH DE number 2202811

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    SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (English)
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    5 September 2005
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    simulations
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