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~isPartOf:"Journal of empirical finance"
~person:"Dufays, Arnaud"
~subject:"ARCH-Modell"
~subject:"Bootstrap-Verfahren"
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A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
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