Parameter changes in GARCH model (Q5123601)
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scientific article; zbMATH DE number 7252497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter changes in GARCH model |
scientific article; zbMATH DE number 7252497 |
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Parameter changes in GARCH model (English)
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29 September 2020
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GARCH(1,1)
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information criterion
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model selection
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parameter change
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