On the Cusum test for parameter changes in garch(1,1) Models (Q4541704)

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scientific article; zbMATH DE number 1772099
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On the Cusum test for parameter changes in garch(1,1) Models
scientific article; zbMATH DE number 1772099

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    On the Cusum test for parameter changes in garch(1,1) Models (English)
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    28 July 2002
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