A segmented regime-switching model with its application to stock market indices (Q5124913)
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scientific article; zbMATH DE number 7253966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A segmented regime-switching model with its application to stock market indices |
scientific article; zbMATH DE number 7253966 |
Statements
A segmented regime-switching model with its application to stock market indices (English)
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30 September 2020
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algorithm
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change-point
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log-normal
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log-returns
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Markov process
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maximum likelihood estimation
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segmented regime-switching model
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stock market index
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time series
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