Monitoring disruptions in financial markets (Q291846)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monitoring disruptions in financial markets |
scientific article |
Statements
Monitoring disruptions in financial markets (English)
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10 June 2016
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structural change
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CUSUM
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GARCH
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quadratic variation
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power variation
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high-frequency data
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Brownian bridge
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boundary crossing
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sequential tests
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local power
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