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Powerful tests for structural changes in volatility

✍ Scribed by Xu, Ke-Li

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Modeling structural changes in the volat

✍ Bart Frijns; Thorsten Lehnert; Remco C.J. Zwinkels 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 486 KB

Structural changes in volatility and sto

✍ Juncal Cuñado Eizaguirre; Javier Gómez Biscarri; Fernando Pérez de Gracia Hidalg 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 412 KB

WALD TESTS FOR DETECTING MULTIPLE STRUCT

✍ Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing 📂 Article 📅 2012 🏛 Cambridge University Press 🌐 English ⚖ 241 KB

Structural changes and volatility transm

✍ Sang Hoon Kang; Chongcheul Cheong; Seong-Min Yoon 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 382 KB

Power monotonicity in detecting volatili

✍ Xu, Ke-Li 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 422 KB

Structural changes in 12Kh1MF pipe durin

✍ E. I. Krutasova; G. M. Novitskaya; G. A. Bologov 📂 Article 📅 1976 🏛 Springer US 🌐 English ⚖ 827 KB