Testing for Stationarity of Volatility Curves
Year of publication: |
[2023]
|
---|---|
Authors: | Andersen, Torben G. ; Tan, Yingwen ; Todorov, Viktor ; Zhang, Zhiyuan |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Statistischer Test | Statistical test | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (66 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 20, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4516345 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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