Theoretical Economics Letters

Vol.6 No.2(2016), Paper ID 65881, 6 pages

DOI:10.4236/tel.2016.62028

 

On Detecting Sudden Changes in the Unconditional Volatility of a Time Series

 

Dilip Kumar

 

Indian Institute of Management, Kashipur, India

 

Copyright © 2016 Dilip Kumar et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Kumar, D. (2016) On Detecting Sudden Changes in the Unconditional Volatility of a Time Series. Theoretical Economics Letters, 6, 256-261. doi: 10.4236/tel.2016.62028.
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