Power monotonicity in detecting volatility levels change (Q2446476)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Power monotonicity in detecting volatility levels change |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Power monotonicity in detecting volatility levels change |
scientific article |
Statements
Power monotonicity in detecting volatility levels change (English)
0 references
17 April 2014
0 references
CUSUM test
0 references
IGARCH effect
0 references
LM test
0 references
non-monotonic power
0 references
structural change
0 references
volatility models
0 references
0 references
0 references