Interaction between stock indices <i>via</i> changepoint analysis (Q5430327)
From MaRDI portal
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)
0 references
16 December 2007
0 references
changepoint analysis
0 references
financial time series models
0 references
likelihood and non-parametric estimation
0 references
diffusion
0 references
