Tests of strict stationarity based on quantile indicators (Q3103198)
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scientific article; zbMATH DE number 5981245
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| English | Tests of strict stationarity based on quantile indicators |
scientific article; zbMATH DE number 5981245 |
Statements
Tests of strict stationarity based on quantile indicators (English)
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26 November 2011
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dispersion
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expectiles
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quantiles
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skewness
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stationarity tests
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stochastic volatility
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0.8469549417495728
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0.8217769265174866
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0.7720532417297363
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0.7616173624992371
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0.7582725882530212
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