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~isPartOf:"Economics letters"
~person:"Koop, Gary"
~person:"Krämer, Walter"
~subject:"ARCH-Modell"
~subject:"Statistische Verteilung"
~subject:"Structural break"
~type_genre:"Aufsatz in Zeitschrift"
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A simple nonparametric test for structural change in joint tail probabilites
Krämer, Walter
;
Kampen, Maarten W. van
- In:
Economics letters
110
(
2011
)
3
,
pp. 245-247
Persistent link: https://www.econbiz.de/10009241481
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2
Long memory with Markov-Switching GARCH
Krämer, Walter
- In:
Economics letters
99
(
2008
)
2
,
pp. 390-392
Persistent link: https://www.econbiz.de/10003723848
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