Powerful tests for structural changes in volatility (Q528175)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Powerful tests for structural changes in volatility |
scientific article; zbMATH DE number 6714826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Powerful tests for structural changes in volatility |
scientific article; zbMATH DE number 6714826 |
Statements
Powerful tests for structural changes in volatility (English)
0 references
12 May 2017
0 references
CUSUM test
0 references
LM test
0 references
nonparametric volatility estimation
0 references
nonstationary volatility
0 references
volatility break
0 references
0 references
0 references
0 references
0 references
0 references
0 references
