Power monotonicity in detecting volatility levels change (Q2446476)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power monotonicity in detecting volatility levels change |
scientific article |
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Power monotonicity in detecting volatility levels change (English)
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17 April 2014
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CUSUM test
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IGARCH effect
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LM test
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non-monotonic power
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structural change
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volatility models
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