Adaptive detection of multiple change-points in asset price volatility
Marc Lavielle and Gilles Teyssière
| Year of publication: |
2006
|
|---|---|
| Authors: | Lavielle, Marc ; Teyssière, Gilles |
| Published in: |
Long memory in economics : with 50 tables. - Berlin [u.a.] : Springer, ISBN 3-540-22694-X. - 2006, p. 129-156
|
| Subject: | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003375597