✦ LIBER ✦

Testing for a Change in Persistence in the Presence of a Volatility Shift

✍ Scribed by Giuseppe Cavaliere; A. M. Robert Taylor

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Fluctuation Tests for a Change in Persis

✍ A. M. Robert Taylor 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 163 KB

Regression-based Tests for a Change in P

✍ Stephen J. Leybourne; Tae-Hwan Kim; A. M. Robert Taylor 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 575 KB

Testing for Serial Correlation in the Pr

✍ Manabu Asai 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 100 KB

CUSUM of Squares-Based Tests for a Chang

✍ Stephen Leybourne; Robert Taylor; Tae-Hwan Kim 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 599 KB

Measuring volatility persistence in the

✍ Farooq Malik; Bradley T. Ewing; James E. Payne 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 195 KB

Tests for a change in persistence agains

✍ Stephen Leybourne; Tae-Hwan Kim; Vanessa Smith; Paul Newbold 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 125 KB