Showing 1 - 10 of 8,377
Persistent link: https://www.econbiz.de/10008653318
Persistent link: https://www.econbiz.de/10009374212
Persistent link: https://www.econbiz.de/10009545920
breaks) in the volatility of financial time series. Comparative study of three techniques: ICSS, NPCPM and Cheng's algorithm … breaks in volatility, while Cheng's technique works well only when a single break occurs. …
Persistent link: https://www.econbiz.de/10011393264
Persistent link: https://www.econbiz.de/10010510863
Persistent link: https://www.econbiz.de/10010520468
Persistent link: https://www.econbiz.de/10011419532
Persistent link: https://www.econbiz.de/10011378487
Persistent link: https://www.econbiz.de/10011299657
Persistent link: https://www.econbiz.de/10011335029