Evaluating financial system stability using heatmap from aggregate financial stability index with change point analysis approach

DOI10.1007/S10690-020-09326-0MaRDI QIDQ2166090zbMATH OpenOpenAlexFDO

Authors Apriliani Gustiana, Nasrudin

Publication date 23 August 2022

Published in Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10690-020-09326-0

zbMATH Keywords

change point analysisheat mapaggregate financial stability indexfinancial system stability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

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Cites work

• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• On the Likelihood Ratio Test for a Shift in Location of Normal Populations
• Parametric statistical change point analysis. With applications to genetics, medicine, and finance

Cited in

(1)

• Understanding the Effects of Green Swan Events on Financial Stability: Annex II Countries and Turkey

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