Detecting structural changes under nonstationary volatility
Jilin Wu
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Wu, Jilin |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 146.2016, p. 151-154
|
| Subject: | Structural changes | Nonstationary volatility | Wild bootstrap | Volatilität | Volatility | Bootstrap-Verfahren | Bootstrap approach | Strukturwandel | Structural change | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.07.039 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011619232