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ORCID"Forecasting with GARCH models under structural breaks: An approach based ..."
Davide De Gaetano (2020)
- Davide De Gaetano
:
Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows. Commun. Stat. Simul. Comput. 49(10): 2559-2582 (2020)
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