Fourier methods for analyzing piecewise constant volatilities (Q1622108): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10182-017-0288-1 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2508034108 / rank | |||
Normal rank | |||
Revision as of 23:05, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fourier methods for analyzing piecewise constant volatilities |
scientific article |
Statements
Fourier methods for analyzing piecewise constant volatilities (English)
0 references
12 November 2018
0 references
change point analysis
0 references
variance
0 references
piecewise identical distribution
0 references
independence
0 references
weight function
0 references
