Pages that link to "Item:Q1928381"
From MaRDI portal
The following pages link to A new fluctuation test for constant variances with applications to finance (Q1928381):
Displaying 14 items.
- On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
- Testing for a change in covariance operator (Q394564) (← links)
- Fourier methods for analyzing piecewise constant volatilities (Q1622108) (← links)
- A residual-based multivariate constant correlation test (Q1669884) (← links)
- Jump robust daily covariance estimation by disentangling variance and correlation components (Q1927084) (← links)
- An asymptotic test for constancy of the variance under short-range dependence (Q2073717) (← links)
- Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
- Estimating stochastic volatility models using realized measures (Q2691659) (← links)
- Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (Q2700525) (← links)
- On- and offline detection of structural breaks in thermal spraying processes (Q3179226) (← links)
- Tests for Scale Changes Based on Pairwise Differences (Q5120672) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- Gradual variance change point detection with a smoothly changing mean trend (Q6541720) (← links)
- Sequential detection of parameter changes in dynamic conditional correlation models (Q6579557) (← links)
