Powerful tests for structural changes in volatility (Q528175)
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scientific article; zbMATH DE number 6714826
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Powerful tests for structural changes in volatility |
scientific article; zbMATH DE number 6714826 |
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Powerful tests for structural changes in volatility (English)
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12 May 2017
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CUSUM test
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LM test
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nonparametric volatility estimation
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nonstationary volatility
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volatility break
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0.8615067601203918
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0.8581559658050537
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0.8457416892051697
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0.8308976292610168
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0.8098616003990173
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