Change point dynamics for financial data: an indexed Markov chain approach (Q2000694)
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scientific article; zbMATH DE number 7075029
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change point dynamics for financial data: an indexed Markov chain approach |
scientific article; zbMATH DE number 7075029 |
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Change point dynamics for financial data: an indexed Markov chain approach (English)
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28 June 2019
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change point
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financial returns
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volatility
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intra-day prices
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