Wavelet Identification of Structural Change Points in Volatility Models for Time Series

Wavelet Identification of Structural Change Points in Volatility Models for Time Series

Wang Jingle,Liu Weiqi

PDF(212 KB)

PDF(212 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2010, Vol. 26 ›› Issue (2) : 207-219.

Wavelet Identification of Structural Change Points in Volatility Models for Time Series

{{article.zuoZhe_EN}}

Author information +

History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

Cite this article

Download Citations

{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2010, 26(2): 207-219

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}

{{article.copyrightLicense_en}}

PDF(212 KB)

Accesses

Citation

Detail

Sections

Recommended

/

〈

〉