The MOSUM of squares test for monitoring variance changes
Year of publication: |
2007
|
---|---|
Authors: | Hsu, Chih-chiang |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 4.2007, 4, p. 254-260
|
Subject: | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Strukturbruch | Structural break | Theorie | Theory | Währungskrise | Currency crisis | Asien | Asia |
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