Please use this identifier to cite or link to this item:
|Title:||On the practical applicability of three CUSUM-methods for structural breaks detection in EGARCH-models|
|Authors:||Borzykh, Dmitriy A.|
Yazykov, Artem A.
|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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