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Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh, (2009)
Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw, (2009)
Numerische Methoden für hochdimensionale parabolische Gleichungen am Beispiel von Optionspreisaufgaben
Reisinger, Christoph, (2004)
Testing jointly for structural changes in the error variance and coefficients of a linear regression model
Perron, Pierre, (2020)
WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE
Kejriwal, Mohitosh, (2013)