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CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility

Sam Astill, David I Harvey, Stephen J Leybourne, A.M. Robert Taylor and Yang Zu
Year of publication:
2023
Authors: Astill, Sam ; Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert ; Zu, Yang
Subject: Volatilität | Volatility | Theorie | Theory | Börsenkurs | Share price | Finanzmarkt | Financial market
freely available
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