Asymptotically efficient estimation of the change point for semiparametric GARCH models
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Asymptotically efficient estimation of the change point for semiparametric GARCH models
（Discussion paper series / Institute of Economic Research, Hitotsubashi University, A ; no. 471）
Institute of Economic Research, Hitotsubashi University, 2006
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"January, 2006"
Bibliography: p. 17-20
