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Power monotonicity in detecting volatility levels change

✍ Scribed by Xu, Ke-Li

Book ID: 121950802
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 422 KB
Volume: 121
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2013.06.030

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