Detecting structural changes under nonstationary volatility (Q1668529)
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scientific article; zbMATH DE number 6928447
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Detecting structural changes under nonstationary volatility |
scientific article; zbMATH DE number 6928447 |
Statements
Detecting structural changes under nonstationary volatility (English)
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29 August 2018
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structural changes
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nonstationary volatility
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wild bootstrap
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0.8636695742607117
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0.8457416892051697
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0.8018216490745544
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0.796111524105072
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0.7950252294540405
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