Detecting sudden changes in the extreme value volatility estimator
Dilip Kumar; S. Maheswaran
Year of publication: |
2012
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Authors: | Kumar, Dilip ; Maheswaran, S. |
Published in: |
Decision. - Calcutta : Inst., ISSN 0304-0941, ZDB-ID 196771x. - Vol. 39.2012, 3, p. 44-67
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Saved in:
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