Pages that link to "Item:Q528175"
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The following pages link to Powerful tests for structural changes in volatility (Q528175):
Displaying 15 items.
- Monitoring disruptions in financial markets (Q291846) (← links)
- Bootstrap tests for structural change with infinite variance observations (Q731938) (← links)
- Fourier methods for analyzing piecewise constant volatilities (Q1622108) (← links)
- Structural change test in duration of bull and bear markets (Q1668507) (← links)
- Detecting structural changes under nonstationary volatility (Q1668529) (← links)
- Real-time monitoring test for realized volatility (Q1695554) (← links)
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- Change-point inference on volatility in noisy Itô semimartingales (Q2280017) (← links)
- Power monotonicity in detecting volatility levels change (Q2446476) (← links)
- PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570) (← links)
- Testing for changing volatility (Q5084375) (← links)
- Testing for structural change under non‐stationary variances (Q5091826) (← links)
- Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)