The impact of sampling frequency and volatility estimators on change-point tests
Year of publication: |
2004
|
---|---|
Authors: | Andreou, Alena ; Ghysels, Eric |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 2.2004, 2, p. 290-318
|
Subject: | Volatilität | Volatility | Strukturbruch | Structural break | Schätztheorie | Estimation theory |
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