A mean-difference test based on self-normalization for alternating regime index data sets (Q2208629)
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scientific article; zbMATH DE number 7269419
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| English | A mean-difference test based on self-normalization for alternating regime index data sets |
scientific article; zbMATH DE number 7269419 |
Statements
A mean-difference test based on self-normalization for alternating regime index data sets (English)
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3 November 2020
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financial crisis
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recession
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self-normalization
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uncertainty index
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volatility spillover index
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0.7368147969245911
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0.732815682888031
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0.7244833111763
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0.6902334094047546
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0.6857067942619324
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