Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density
| Year of publication: |
2004
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|---|---|
| Authors: | Ahamada, Ibrahim ; Jouini, Jamel ; Boutahar, Mohamed |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 36.2004, 10, p. 1095-1102
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