Modelling structural breaks, long memory and stock market volatility: an overview (Q265098): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B25
@@ Property / Mathematics Subject Classification ID: 00B25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+-06
@@ Property / Mathematics Subject Classification ID: 62-06 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6562072
@@ Property / zbMATH DE Number: 6562072 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+structural breaks
@@ Property / zbMATH Keywords: structural breaks / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long memory
@@ Property / zbMATH Keywords: long memory / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+volatility
@@ Property / zbMATH Keywords: volatility / rank @@
+Normal rank

Revision as of 14:16, 27 June 2023