Mode Identification of Volatility in Time-Varying Autoregression
| Year of publication: |
2012
|
|---|---|
| Authors: | Chandler, Gabriel ; Polonik, Wolfgang |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 107.2012, 499 (1.9.), p. 1217-1230
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