A simple and fast method of regime shifts detection based on kernel density estimation.
| Authors: | BIANCHI, Marco |
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| Institutions: | Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät |
| Extent: | application/postscript |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
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