Interaction between stock indices <i>via</i> changepoint analysis (Q5430327): Difference between revisions
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Latest revision as of 14:13, 27 June 2024
scientific article; zbMATH DE number 5220027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interaction between stock indices <i>via</i> changepoint analysis |
scientific article; zbMATH DE number 5220027 |
Statements
Interaction between stock indices <i>via</i> changepoint analysis (English)
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16 December 2007
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changepoint analysis
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financial time series models
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likelihood and non-parametric estimation
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diffusion
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