Testing for changing volatility
Jilin Wu and Zhijie Xiao
| Year of publication: |
2018
|
|---|---|
| Authors: | Wu, Jilin ; Xiao, Zhijie |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 21.2018, 2, p. 192-217
|
| Subject: | Cross-validation | Nonparametric | U-statistic | Volatility changes | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ectj.12108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012166609