Testing for a change in persistence in the presence of non-stationary volatility (Q299259)
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scientific article; zbMATH DE number 6596545
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| English | Testing for a change in persistence in the presence of non-stationary volatility |
scientific article; zbMATH DE number 6596545 |
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Testing for a change in persistence in the presence of non-stationary volatility (English)
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22 June 2016
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persistence change
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non-stationary volatility
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wild bootstrap
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0.8582521080970764
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0.8452485799789429
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0.836007833480835
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0.8353537321090698
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0.8349325060844421
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