Testing for structural breaks in GARCH models
Smith, Daniel (2008) Testing for structural breaks in GARCH models. Applied Financial Economics, 18(10), pp. 845-862.
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|Item Type:||Journal Article|
|Subjects:||Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > APPLIED ECONOMICS (140200)|
|Deposited On:||24 Aug 2011 22:17|
|Last Modified:||29 Feb 2012 13:56|
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