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Time SeriesAsymptotic TheoryFinite Sample PropertiesMoving AverageUnit Root TestingStochastic VolatilityStructural BreaksGARCH ModelCritical ValuesNull HypothesisFractional IntegrationUnit Root TestNuisance ParameterMaximum Likelihood EstimatorGARCH ModelsFinancial Time SeriesTest StatisticsSignal ExtractionStructural BreakFractionally Integrated
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