Investigation of structural changes of continuous-time asset return models
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Publication:3501461
zbMATH Open1150.62450MaRDI QIDQ3501461FDOQ3501461
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Publication date: 3 June 2008
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- Title not available (Why is that?)
- Interaction between stock indices via changepoint analysis
- Structural break detection in financial durations
- Structural change test in duration of bull and bear markets
- Testing structural changes in the Chinese stock market by CUSUM
- Change point analysis for successive rises and falls of returns based on Schwarz information criterion
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