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Keywords: Terrorist attacks
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Journal Articles
Journal:
Journal of Financial Crime
Journal of Financial Crime (2017) 24 (4): 704–711.
Published: 02 October 2017
... Terrorist attacks If there are too many unknown breaks, then the parameter is assumed to be time varying. Bai and Perron (2003) defined a recursive algorithm in which multiple structural breaks can be automatically detected from data. This algorithm has the capability to catch as many breaks...
