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Search: subject:"tests de changement structurel"
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'power variation'
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Change-point tests
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données de haute fréquence
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The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests
Andreou, Elena
;
Ghysels, Eric
-
Centre Interuniversitaire de Recherche en Analyse des …
-
2004
papier évalue la performance de plusieurs
tests
de
changement
structurel
CUSUM et EDF pour la structure dynamique de la …
Persistent link: https://www.econbiz.de/10005100727
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