On inter-arrival times of bond market extreme events. An application to seven European markets
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/s12197-013-9276-9.pdf
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5. Bai J, Perron P (2003) Computation and analysis of multiple structural change models. J Appl Econom 18:1–22
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