A new fluctuation test for constant variances with applications to finance
type: Item
instance of: scholarly article
title: A new fluctuation test for constant variances with applications to finance
zbMATH Open document ID: 1254.62097
author: Dominik Wied
author: Matthias Arnold
author: Nicolai Bissantz
author: Daniel Ziggel
published in: Metrika
publication date: 2013-01-03T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 6121454
zbMATH Keywords: econometric modeling
zbMATH Keywords: portfolio optimization
zbMATH Keywords: structural breaks
MaRDI profile type: Publication
full work available at URL: s00184-011-0371-7
OpenAlex ID: W2061259821
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DOI: 10.1007/S00184-011-0371-7
description: scientific article; zbMATH DE number 6121454