Testing and Locating Variance Changepoints with Application to Stock Prices (Q4366255)
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scientific article; zbMATH DE number 1089589
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| English | Testing and Locating Variance Changepoints with Application to Stock Prices |
scientific article; zbMATH DE number 1089589 |
Statements
1997
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Asymptotic distribution
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Consistency
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Cumulative sum
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Hypothesis testing
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Information criterion
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Return series
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Unbiased estimator
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Testing and Locating Variance Changepoints with Application to Stock Prices (English)
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0.818077802658081
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0.7898448705673218
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0.7877940535545349
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0.7866365313529968
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0.7859543561935425
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