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  • Search: subject:"tests for structural stability with unknown breakpoint"
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Subject
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(asymmetric) stochastic volatility 1 CAPM 1 Estimation 1 Estimation theory 1 Method of moments 1 Momentenmethode 1 Schätztheorie 1 Schätzung 1 Statistical theory 1 Statistische Methodenlehre 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1 efficient method of moments 1 tests for structural stability with unknown breakpoint 1
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Free 1
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
Author
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Sluis, Pieter J. van der 1
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Discussion paper / Tinbergen Institute 1
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ECONIS (ZBW) 1
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Structural stability tests with unknown breakpoint for the efficient method of moments with application to stochastic volatility models
Sluis, Pieter J. van der - 1998
Tests for structural stability with unknown breakpoint are derived for and applied tothe efficient method of moments …
Persistent link: https://www.econbiz.de/10011284082
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