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Tests of strict stationarity based on quantile indicators - MaRDI portal

Tests of strict stationarity based on quantile indicators (Q3103198)

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English
Tests of strict stationarity based on quantile indicators
scientific article

    Statements

    title
    Tests of strict stationarity based on quantile indicators (English)
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    publication date
    26 November 2011
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    zbMATH Keywords
    dispersion
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    expectiles
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    quantiles
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    skewness
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    stationarity tests
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    stochastic volatility
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    describes a project that uses
    CAViaR
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    STAMP
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62M07
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    62G10
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    62P05
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    zbMATH DE Number
    5981245
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    OpenAlex ID
    W1571239043
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