Detecting Parameter Shift in Generalized Autoregressive Conditional Heteroskedasticity Models
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|Date of creation:||1993|
|Contact details of provider:|| Postal: UNIVERSITY OF SOUTHERN CALIFORNIA, DEPARTMENT OF ECONOMICS, UNIVERSITY PARK LOS ANGELES CALIFORNIA 90089-0152 U.S.A.|
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Web page: https://dornsife.usc.edu/econ/
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