Distribution switching in financial time series
type: Item
instance of: scholarly article
title: Distribution switching in financial time series
zbMATH Open document ID: 1155.91452
author: Kosei Fukuda
published in: Mathematics and Computers in Simulation
publication date: 2009-03-09T00:00:00Z
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 5526327
zbMATH Keywords: Bayesian information criterion
zbMATH Keywords: Cauchy distribution
zbMATH Keywords: data-based simulation
zbMATH Keywords: distribution switching
MaRDI profile type: Publication
full work available at URL: j.matcom.2008.08.012
OpenAlex ID: W2071415435
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DOI: 10.1016/J.MATCOM.2008.08.012
description: scientific article; zbMATH DE number 5526327