Change point dynamics for financial data: an indexed Markov chain approach
type: Item
instance of: scholarly article
title: Change point dynamics for financial data: an indexed Markov chain approach
zbMATH Open document ID: 1417.91564
author: Guglielmo D'Amico
author: Ada Lika
author: Filippo Petroni
published in: Annals of Finance
publication date: 2019-06-28T00:00:00Z
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 60J20
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7075029
zbMATH Keywords: change point
zbMATH Keywords: financial returns
zbMATH Keywords: volatility
zbMATH Keywords: intra-day prices
MaRDI profile type: Publication
full work available at URL: s10436-018-0337-0
OpenAlex ID: W2897987439
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Wikidata QID: Q129088935
DOI: 10.1007/S10436-018-0337-0
description: scientific article; zbMATH DE number 7075029