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scientific article
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English
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scientific article

    Statements

    author
    Huiqin Lu
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    Wenzh Zhao
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    publication date
    15 January 2016
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    zbMATH Keywords
    ratio test
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    GARCH model
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    change point
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62G32
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    62P05
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    62L10
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    zbMATH DE Number
    6532273
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