Change point dynamics for financial data: an indexed Markov chain approach
D’Amico, Guglielmo, Lika, Ada, Petroni, FilippoLanguage:
english
Journal:
Annals of Finance
DOI:
10.1007/s10436-018-0337-0
Date:
October, 2018
File:
PDF, 648 KB
english, 2018