Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
Gongmeng Chen; Yoon K. Choi; Yong Zhou
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Gong-meng ; Choi, Yoon K. ; Zhou, Yong |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 143.2008, 2, p. 227-262
|
| Subject: | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003722600