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scientific article; zbMATH DE number 2042817
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| English | No label defined |
scientific article; zbMATH DE number 2042817 |
Statements
15 February 2004
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change-point tests
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conditional covariance
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high-frequency financial data
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multivariate GARCH models
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CUSUM type tests
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least squares
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tables
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0.8028222322463989
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0.7912883758544922
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0.7692336440086365
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0.760489284992218
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0.755640983581543
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