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"Application of the Generalized Likelihood Ratio Test for Detecting Changes ..."

Olha Bodnar (2009)

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DOI: 10.1080/03610910802691861

access: closed

type: Journal Article

metadata version: 2023-09-30

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Olha Bodnar:
Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes. Commun. Stat. Simul. Comput. 38(5): 919-938 (2009)

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