On comparison of jump point detection for an exchange rate series
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Publication:551714
zbMath1217.91152MaRDI QIDQ551714
Heung Wong, Wai-Cheung Ip, Yihui Luan, Zhong-Jie Xie
Publication date: 21 July 2011
Published in: Science in China. Series A (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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