Testing for changing volatility (Q5084375)

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scientific article; zbMATH DE number 7547391
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Testing for changing volatility
scientific article; zbMATH DE number 7547391

    Statements

    title
    Testing for changing volatility (English)
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    author
    Jilin Wu
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    Zhijie Xiao
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    publication date
    24 June 2022
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    zbMATH Keywords
    cross-validation
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    nonparametric
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    U-statistic
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    volatility changes
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    Identifiers

    zbMATH DE Number
    7547391
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    OpenAlex ID
    W2771020782
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    DOI
    10.1111/ECTJ.12108
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