Home

Interpretation of Chu-Stinchcombe-White CUSUM Test results

Site
quant.stackexchange.com
Archived
Author
Quantitative Finance Stack Exchange
Date
2022/08/18
Property
Integromat
Description
Context: I am new to quant finance. I am doing some structural break analysis on a future price time series. I applied the Chu-Stinchcombe-White CUSUM Test from Chap 17 (Advances in Financial Mach... ...
TOP