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Results 1-1 of 1 (Search time: 0.002 seconds).

NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
1
Bootstrap-Based Test for Volatility Shifts in GARCH against Long-Range Dependence

Wang, Yu; Park, Cheolwoo; Lee, Taewook, COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, v.22, no.5, pp.495 - 506, 2015-09

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