Testing for parameter changes in ARCH models (Q1568067)
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scientific article; zbMATH DE number 1466100
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for parameter changes in ARCH models |
scientific article; zbMATH DE number 1466100 |
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Testing for parameter changes in ARCH models (English)
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19 November 2001
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ARCH model
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change-point testing
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local alternatives
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