Structural Breaks in Financial Time Series (Q3646984)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural Breaks in Financial Time Series |
scientific article |
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Structural Breaks in Financial Time Series (English)
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27 November 2009
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financial time series
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structural break
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GARCH
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IGARCH
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change-point test
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empirical volatility
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functional central limit theorem (FCLT)
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geometric volatility
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long memory
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