Pages that link to "Item:Q1727922"
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The following pages link to Detecting structural breaks in realized volatility (Q1727922):
Displaying 9 items.
- Powerful tests for structural changes in volatility (Q528175) (← links)
- Robust test for structural instability in dynamic factor models (Q2042290) (← links)
- Sparse vector heterogeneous autoregressive modeling for realized volatility (Q2132003) (← links)
- Adaptive realized hyperbolic GARCH process: stability and estimation (Q2138236) (← links)
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
- Real time detection of structural breaks in GARCH models (Q2445715) (← links)
- Asymmetric Volatility Models with Structural Breaks (Q3168366) (← links)
- (Q3295310) (← links)
- Sparse Change-point HAR Models for Realized Variance (Q5860933) (← links)