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Detecting periods in which a time series model fails to predict the observed volatility |
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| Authors: | Andreas Stadie |
| Institution: | 1. Institut für Statistik und ?konometrie, University of G?ttingen, Platz der G?ttinger Sieben 5, D-37073, G?ttingen |
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| 本文献已被 SpringerLink 等数据库收录！ | |