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Nonparametric estimation of structural change points in volatility models for time series
Chen, Gong-meng; Choi, Yoon K.; Zhou, Yong - In: Journal of econometrics 126 (2005) 1, pp. 79-114
Persistent link: https://www.econbiz.de/10002538638
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Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
Chen, Gong-meng; Choi, Yoon K.; Zhou, Yong - In: Journal of econometrics 143 (2008) 2, pp. 227-262
Persistent link: https://www.econbiz.de/10003722600
Cover Image
Nonparametric estimation of structural change points in volatility models for time series
Chen, Gongmeng; Choi, Yoon K.; Zhou, Yong - In: Journal of econometrics 126 (2005) 1, pp. 79-114
Persistent link: https://www.econbiz.de/10006749128
Cover Image
Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
Chen, Gongmeng; Choi, Yoon K.; Zhou, Yong - In: Journal of econometrics 143 (2008) 2, pp. 227-262
Persistent link: https://www.econbiz.de/10007910773