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~isPartOf:"Journal of econometrics"
~person:"Bauwens, Luc"
~subject:"ARCH model"
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Bauwens, Luc
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Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
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