Evaluating financial system stability using heatmap from aggregate financial stability index with change point analysis approach

DOI10.1007/s10690-020-09326-0zbMath1495.91114OpenAlexW3120810609MaRDI QIDQ2166090

Apriliani Gustiana, Nasrudin

Publication date: 23 August 2022

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-020-09326-0

zbMATH Keywords

change point analysisheat mapaggregate financial stability indexfinancial system stability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

Cites Work

• Parametric Statistical Change Point Analysis
• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• On the Likelihood Ratio Test for a Shift in Location of Normal Populations

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