Differentiating between coefficient break and volatility break (Q2493771)
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scientific article; zbMATH DE number 5033052
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Differentiating between coefficient break and volatility break |
scientific article; zbMATH DE number 5033052 |
Statements
Differentiating between coefficient break and volatility break (English)
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16 June 2006
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Bayesian information criterion
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coefficient break
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model selection
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volatility break
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0.7251215577125549
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0.71788090467453
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0.7161384224891663
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0.713666558265686
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0.7042902112007141
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