Testing for a slowly changing level with special reference to stochastic volatility (Q1305654)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a slowly changing level with special reference to stochastic volatility |
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Testing for a slowly changing level with special reference to stochastic volatility (English)
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24 September 2000
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exchange rates
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GARCH-model
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locally best invariant test
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unobserved componnents
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Cramer-von Mises distribution
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serial correlation
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financial time series
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