Testing for changing volatility
Year of publication: |
2018
|
---|---|
Authors: | Wu, Jilin ; Xiao, Zhijie |
Subject: | Cross-validation | Nonparametric | U-statistic | Volatility changes | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
-
Nonparametric specification tests for stochastic volatility models based on volatility density
Zu, Yang, (2015)
-
Fengler, Matthias, (2015)
-
Yan, Tianshun, (2020)
- More ...
-
A Powerful Test for Changing Trends in Time Series Models
Wu, Jilin, (2018)
-
Testing for trend specifications in panel data models
Wu, Jilin, (2023)
-
Restoring monotonic power in Wald/LM-type tests
Wu, Jilin, (2015)
- More ...