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Journal of financial econometrics
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Selective linear segmentation for detecting relevant parameter changes
Dufays, Arnaud
;
Houndetoungan, Elysee Aristide
;
Coën, Alain
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 762-805
Persistent link: https://www.econbiz.de/10013349153
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