Testing change in volatility using panel data

Yutang Shi (Department of Economics, Texas A&M University, United States)

Year of publication:	September 2015
Authors:	Shi, Yutang
Published in:	Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 134.2015, p. 107-110
Subject:	Panel data model \| Change in volatility \| CUSUM process \| Volatilität \| Volatility \| Panel \| Panel study \| Theorie \| Theory \| Schätzung \| Estimation \| Stochastischer Prozess \| Stochastic process \| Statistischer Test \| Statistical test

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