Distribution switching in financial time series (Q1005213)
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scientific article; zbMATH DE number 5526327
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Distribution switching in financial time series |
scientific article; zbMATH DE number 5526327 |
Statements
Distribution switching in financial time series (English)
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9 March 2009
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Bayesian information criterion
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Cauchy distribution
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data-based simulation
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distribution switching
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0.7603299617767334
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0.7513918280601501
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0.7495338320732117
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0.7440844774246216
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0.7432955503463745
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