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"Parameter change tests for ARMA-GARCH models."

Junmo Song, Jiwon Kang (2018)

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DOI: 10.1016/J.CSDA.2017.12.002

access: closed

type: Journal Article

metadata version: 2020-02-18

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Junmo Song, Jiwon Kang:
Parameter change tests for ARMA-GARCH models. Comput. Stat. Data Anal. 121: 41-56 (2018)

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