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Title: On the practical applicability of three CUSUM-methods for structural breaks detection in EGARCH-models
Authors: Borzykh, Dmitriy A.
Yazykov, Artem A.
Issue Date: Mar-2020
Publisher: St Petersburg State University
Series/Report no.: Vestnik of St Petersburg University. Applied Mathematics. Computer Science. Control Processes;Volume 16; Issue 1
Appears in Collections:Issue 1

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