Testing change in volatility using panel data (Q529830)
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: Testing change in volatility using panel data |
scientific article; zbMATH DE number 6728423
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing change in volatility using panel data |
scientific article; zbMATH DE number 6728423 |
Statements
Testing change in volatility using panel data (English)
0 references
9 June 2017
0 references
panel data model
0 references
change in volatility
0 references
CUSUM process
0 references