A new fluctuation test for constant variances with applications to finance (Q1928381)
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scientific article; zbMATH DE number 6121454
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new fluctuation test for constant variances with applications to finance |
scientific article; zbMATH DE number 6121454 |
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A new fluctuation test for constant variances with applications to finance (English)
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3 January 2013
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econometric modeling
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portfolio optimization
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structural breaks
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