A new fluctuation test for constant variances with applications to finance (Q1928381): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00184-011-0371-7
+Normal rank
@@ Property / OpenAlex ID @@
+W2061259821
@@ Property / OpenAlex ID: W2061259821 / rank @@
+Normal rank
@@ Property / cites work @@
+Monitoring disruptions in financial markets
@@ Property / cites work: Monitoring disruptions in financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+A Conditional Kolmogorov Test
@@ Property / cites work: A Conditional Kolmogorov Test / rank @@
+Normal rank
@@ Property / cites work @@
+Break detection in the covariance structure of multivariate time series models
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
+Normal rank
@@ Property / cites work @@
+Testing and Locating Variance Changepoints with Application to Stock Prices
+Normal rank
@@ Property / cites work @@
+Monitoring Structural Change
@@ Property / cites work: Monitoring Structural Change / rank @@
+Normal rank
@@ Property / cites work @@
+Detecting parameter shift in garch models
@@ Property / cites work: Detecting parameter shift in garch models / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
+Normal rank
@@ Property / cites work @@
+Covariance changes detection in multivariate time series
+Normal rank
@@ Property / cites work @@
+GARCH (1,1) processes are near epoch dependent
@@ Property / cites work: GARCH (1,1) processes are near epoch dependent / rank @@
+Normal rank
@@ Property / cites work @@
+TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
@@ Property / cites work: TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES / rank @@
+Normal rank
@@ Property / cites work @@
+An Asymptotic | chi 2 Test for the Equality of Two Correlation Matrices
+Normal rank
@@ Property / cites work @@
+Change-point estimation in ARCH models
@@ Property / cites work: Change-point estimation in ARCH models / rank @@
+Normal rank
@@ Property / cites work @@
+Range vs. maximum in the OLS-based version of the CUSUM test
+Normal rank
@@ Property / cites work @@
+Q3433265
@@ Property / cites work: Q3433265 / rank @@
+Normal rank
@@ Property / cites work @@
+METHODS OF STATISTICAL ANALYSIS APPROPRIATE FOR k SAMPLES OF TWO VARIABLES
+Normal rank
@@ Property / cites work @@
+The Cusum Test with Ols Residuals
@@ Property / cites work: The Cusum Test with Ols Residuals / rank @@
+Normal rank
@@ Property / cites work @@
+A new test for structural stability in the linear regression model
+Normal rank
@@ Property / cites work @@
+TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
+Normal rank