CUSUM method in predicting regime shifts and its performance in different stock markets allowing for transaction fees (Q3592604)
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scientific article; zbMATH DE number 5190836
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| English | CUSUM method in predicting regime shifts and its performance in different stock markets allowing for transaction fees |
scientific article; zbMATH DE number 5190836 |
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CUSUM method in predicting regime shifts and its performance in different stock markets allowing for transaction fees (English)
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13 September 2007
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SPC
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CUSUM
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regime shifts
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financial markets
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transaction fees
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0.7413458228111267
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0.7383585572242737
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0.7013339996337891
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