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A Semiparametric Approach to the Detection of Change-points in Volatility Dynamics of Financial Data. (arXiv:2210.11520v1 [stat.ME]) http://arxiv.org/abs/2210.11520
A Semiparametric Approach to the Detection of Change-points in Volatility Dynamics of Financial Data. (arXiv:2210.11520v1 [stat.ME]) http://arxiv.org/abs/2210.11520