Powerful tests for structural changes in volatility (Q528175)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Powerful tests for structural changes in volatility
scientific article

    Statements

    Powerful tests for structural changes in volatility (English)
    0 references
    0 references
    12 May 2017
    0 references
    CUSUM test
    0 references
    LM test
    0 references
    nonparametric volatility estimation
    0 references
    nonstationary volatility
    0 references
    volatility break
    0 references
    0 references
    0 references
    0 references

    Identifiers