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Q4624375 - MaRDI portal

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scientific article; zbMATH DE number 7028600
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scientific article; zbMATH DE number 7028600

    Statements

    author
    Chang-Chun Tan
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    Yingning Wang
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    Yiwen Cao
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    publication date
    22 February 2019
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    zbMATH Keywords
    information criterion
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    successive rises and falls of returns
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    gamma distribution
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    change point
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    Shanghai stock exchange composite index
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    Identifiers

    zbMATH DE Number
    7028600
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