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~institution:"Bank of Canada"
~subject:"Haushaltsstatistik"
~subject:"Statistische Methode"
~type_genre:"Arbeitspapier"
~type_genre:"Fallstudie"
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Real time detection of structural breaks in GARCH models
He, Zhongfang
;
Maheu, John M.
-
2009
method is shown to work well using simulated
data
. Applied to daily NASDAQ returns, the evidence favors a partial structural …
Persistent link: https://www.econbiz.de/10003933353
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