On the Cusum test for parameter changes in garch(1,1) Models (Q4541704)
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scientific article; zbMATH DE number 1772099
Language | Label | Description | Also known as |
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English | On the Cusum test for parameter changes in garch(1,1) Models |
scientific article; zbMATH DE number 1772099 |
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On the Cusum test for parameter changes in garch(1,1) Models (English)
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28 July 2002
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