Structural Breaks in Financial Time Series (Q3646984)
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scientific article; zbMATH DE number 5640064
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Structural Breaks in Financial Time Series |
scientific article; zbMATH DE number 5640064 |
Statements
Structural Breaks in Financial Time Series (English)
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27 November 2009
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financial time series
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structural break
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GARCH
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IGARCH
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change-point test
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empirical volatility
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functional central limit theorem (FCLT)
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geometric volatility
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long memory
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0.8328502178192139
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0.8286018967628479
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0.8028820157051086
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0.8003562688827515
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