GARCH(1,1)模型参数的多变点检验
Release time: 2021/11/19
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Affiliation of Author(s):
数学与统计学院
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Journal:
宁夏大学学报
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Co-author:
孙小军
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Volume:
30
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Issue:
3
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Page Number:
1-6
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ISSN No.:
0253-2328
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Translation or Not:
no
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Date of Publication:
2009/09/01