Testing change in volatility using panel data (Q529830)

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scientific article; zbMATH DE number 6728423
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English
Testing change in volatility using panel data
scientific article; zbMATH DE number 6728423

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    Testing change in volatility using panel data (English)
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    9 June 2017
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    panel data model
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    change in volatility
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    CUSUM process
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