Testing for changing volatility (Q5084375)
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scientific article; zbMATH DE number 7547391
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing for changing volatility |
scientific article; zbMATH DE number 7547391 |
Statements
Testing for changing volatility (English)
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24 June 2022
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cross-validation
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nonparametric
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U-statistic
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volatility changes
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0.9204806
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0.89612705
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0.88661474
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0.8843812
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0.88191247
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0.88044375
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0.87718415
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