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On testing the changes in trends of stock market index and rates

  • Published:2024-07-31 Issue: Volume: Page:1-28
  • ISSN:0361-0918
  • Container-title:Communications in Statistics - Simulation and Computation
  • language:en
  • Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Leal Danilo12,Střelec Luboš3,Fuders Felix4ORCID,Stehlík Milan12

Affiliation:

1. Facultad de Ingenieria, Universidad Andres Bello, Santiago, Chile

2. Institute of Statistics, Universidad de Valparaíso, Valparaíso, Chile

3. Department of Statistics and Operation Analysis, Faculty of Business and Economics, Mendel University, Brno, Czech Republic

4. Economics Institute, Universidad Austral de Chile, Valdivia, Chile

Publisher

Informa UK Limited

Reference47 articles.

1. The Cox-Ingersoll-Ross process under volatility uncertainty

2. Likelihood Testing With Censored and Missing Duration Data

3. HOW TO GROUP FINANCIAL DATA WITH MAXIMUM HOMOGENEITY?

4. Efficient tests for normality, homoscedasticity and serial independence of regression residuals

5. Brown L. D. and L. H. Zhao. 2002. A test for the Poisson distribution. Sankhyā: The Indian Journal of Statistics Series A (1961-2002) 64 (3):611-25. http://www.jstor.org/stable/25051417
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