The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models (Q3625281)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models |
scientific article |
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The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models (English)
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12 May 2009
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GARCH
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persistence
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structural breaks
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volatility
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