Detecting structural changes under nonstationary volatility
Year of publication: |
September 2016
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Authors: | Wu, Jilin |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 146.2016, p. 151-154
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Subject: | Structural changes | Nonstationary volatility | Wild bootstrap | Volatilität | Volatility | Strukturwandel | Structural change | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Stochastischer Prozess | Stochastic process |
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