Powerful tests for structural changes in volatility (Q528175)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Powerful tests for structural changes in volatility |
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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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