Structural break detection in financial durations (Q4627118)
From MaRDI portal
scientific article; zbMATH DE number 7033565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural break detection in financial durations |
scientific article; zbMATH DE number 7033565 |
Statements
Structural break detection in financial durations (English)
0 references
7 March 2019
0 references
high-frequency financial data
0 references
penalized estimating functions
0 references
piecewise log-ACD models
0 references
structural breaks
0 references
0 references
0 references
0 references
