US stock returns: are there seasons of excesses? (Q4554515): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/14697688.2016.1154596 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2342644189 / rank | |||
Normal rank | |||
Latest revision as of 01:01, 20 March 2024
scientific article; zbMATH DE number 6979543
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | US stock returns: are there seasons of excesses? |
scientific article; zbMATH DE number 6979543 |
Statements
US stock returns: are there seasons of excesses? (English)
0 references
14 November 2018
0 references
seasonality
0 references
change-point algorithm
0 references
extreme value theory
0 references
financial time series
0 references
