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← Specification error caused by level shifts and temporary changes in ARMA–GARCH models (Q3543756)

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The following pages link to Specification error caused by level shifts and temporary changes in ARMA–GARCH models (Q3543756):

Displaying 2 items.

Detecting level shifts in ARMA-GARCH (1,1) Models (Q3184487) (← links)
Effects of level shifts and temporary changes on the estimation of GARCH models (Q3589968) (← links)

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