A ratio test to detect change point in GARCH model (Q3461744)
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scientific article; zbMATH DE number 6532273
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| English | A ratio test to detect change point in GARCH model |
scientific article; zbMATH DE number 6532273 |
Statements
15 January 2016
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ratio test
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GARCH model
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change point
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0.867895245552063
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0.8435768485069275
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0.8431136012077332
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0.8314353227615356
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