US stock returns: are there seasons of excesses? (Q4554515)
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scientific article; zbMATH DE number 6979543
Language | Label | Description | Also known as |
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English | US stock returns: are there seasons of excesses? |
scientific article; zbMATH DE number 6979543 |
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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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