US stock returns: are there seasons of excesses? (Q4554515): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:59, 7 February 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
