Monitoring disruptions in financial markets (Q291846)
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scientific article; zbMATH DE number 6591848
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Monitoring disruptions in financial markets |
scientific article; zbMATH DE number 6591848 |
Statements
Monitoring disruptions in financial markets (English)
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10 June 2016
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structural change
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CUSUM
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GARCH
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quadratic variation
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power variation
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high-frequency data
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Brownian bridge
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boundary crossing
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sequential tests
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local power
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0.78669673204422
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0.7819215655326843
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0.7749453783035278
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0.7693864107131958
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0.7682351469993591
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