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"The Effects of Structural Breaks in ARCH and GARCH Parameters on ..."
Soosung Hwang, Pedro L. Valls Pereira (2008)
- Soosung Hwang, Pedro L. Valls Pereira:
The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models. Commun. Stat. Simul. Comput. 37(3): 571-578 (2008)
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