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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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ID Code: 45130
Item Type: Journal Article
DOI: 10.1080/09603100701262800
ISSN: 0960-3107
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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