Differentiating between coefficient break and volatility break (Q2493771)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Differentiating between coefficient break and volatility break |
scientific article |
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Differentiating between coefficient break and volatility break (English)
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16 June 2006
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Bayesian information criterion
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coefficient break
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model selection
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volatility break
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