US stock returns: are there seasons of excesses? (Q4554515)

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scientific article; zbMATH DE number 6979543
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English
US stock returns: are there seasons of excesses?
scientific article; zbMATH DE number 6979543

    Statements

    title
    US stock returns: are there seasons of excesses? (English)
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    author
    Marco Bee
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    Luca Trapin
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    Debbie J. Dupuis
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    publication date
    14 November 2018
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    91G99
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    62P05
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    91B84
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    zbMATH DE Number
    6979543
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    OpenAlex ID
    W2342644189
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