Nonparametric test for volatility in clustered multiple time series
Erniel B. Barrios, Paolo Victor T. Redondo
| Year of publication: |
2024
|
|---|---|
| Authors: | Barrios, Erniel B. ; Redondo, Paolo Victor T. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 2, p. 861-876
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| Subject: | Clustering | Multiple time series | Nonparametric test | Sieve bootstrap | Volatility | Zeitreihenanalyse | Time series analysis | Volatilität | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Bootstrap-Verfahren | Bootstrap approach | Clusteranalyse | Cluster analysis | Monte-Carlo-Simulation | Monte Carlo simulation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10362-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014475068