US stock returns: are there seasons of excesses? (Q4554515): Difference between revisions
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Revision as of 17:21, 5 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)
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14 November 2018
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seasonality
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change-point algorithm
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extreme value theory
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financial time series
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