Pages that link to "Item:Q1622108"
From MaRDI portal
The following pages link to Fourier methods for analyzing piecewise constant volatilities (Q1622108):
Displaying 7 items.
- Recursive computation of piecewise constant volatilities (Q1927142) (← links)
- A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
- An asymptotic test for constancy of the variance under short-range dependence (Q2073717) (← links)
- On variance estimation under shifts in the mean (Q2218624) (← links)
- Fourier-Malliavin Volatility Estimation (Q2953881) (← links)
- Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis (Q5312584) (← links)
- Detecting changes in the trend function of heteroscedastic time series (Q6589564) (← links)