Testing for bubbles and change-points (Q953776)
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scientific article; zbMATH DE number 5362883
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| English | Testing for bubbles and change-points |
scientific article; zbMATH DE number 5362883 |
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Testing for bubbles and change-points (English)
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6 November 2008
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market interaction
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bubbles
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long-memory heteroskedasticity
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pseudo long-memory
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change-point
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wavelets
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0.87255645
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0.87076735
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0.8459906
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0.84205395
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