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Real-time monitoring test for realized volatility (Q1695554)

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scientific article; zbMATH DE number 6835804
Language Label Description Also known as
English
Real-time monitoring test for realized volatility
scientific article; zbMATH DE number 6835804

    Statements

    title
    Real-time monitoring test for realized volatility (English)
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    author
    Cindy Shin-Huei Wang
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    Cheng Hsiao
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    publication date
    7 February 2018
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    zbMATH Keywords
    CUSUM of squares tests
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    long memory
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    structural change
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    real-time
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    monitoring
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    Identifiers

    Mathematics Subject Classification ID
    62M07
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    62M10
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    62P05
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    zbMATH DE Number
    6835804
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    OpenAlex ID
    W3121877779
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