Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (Q1659128)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach |
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Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (English)
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15 August 2018
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jumps
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GARCH
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test
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forecasting
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