Autoregressive conditional heteroskedasticity and changes in regime (Q1341198)

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Autoregressive conditional heteroskedasticity and changes in regime
scientific article

    Statements

    title
    Autoregressive conditional heteroskedasticity and changes in regime (English)
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    author
    James D. Hamilton
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    Raul Susmel
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    publication date
    28 November 1995
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    Identifiers

    zbMATH DE Number
    706578
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