A self-normalization test for correlation change
Ji-Eun Choi, Dong Wan Shin
| Year of publication: |
2020
|
|---|---|
| Authors: | Choi, Ji-Eun ; Shin, Dong-wan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 193.2020, p. 1-5
|
| Subject: | Self-normalization | Conditional heteroscedasticity | Correlation break | CUSUM test | Serial dependence | Korrelation | Correlation | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2019.02.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012509218