Change point analysis for successive rises and falls of returns based on Schwarz information criterion (Q4624375)
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scientific article; zbMATH DE number 7028600
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| English | Change point analysis for successive rises and falls of returns based on Schwarz information criterion |
scientific article; zbMATH DE number 7028600 |
Statements
22 February 2019
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information criterion
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successive rises and falls of returns
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gamma distribution
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change point
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Shanghai stock exchange composite index
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0.760404109954834
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0.7471907138824463
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0.7335882782936096
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0.7293419241905212
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0.7174854874610901
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