A self-normalization break test for correlation matrix (Q2062385)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A self-normalization break test for correlation matrix |
scientific article |
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A self-normalization break test for correlation matrix (English)
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27 December 2021
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self-normalization
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correlation matrix break
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CUSUM test
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serial dependence
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conditional heteroscedasticity
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unconditional heteroscedasticity
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