Detection of uncertainty events in the Brazilian economic and financial time series
Cristiane Gea, Luciano Vereda, Eduardo Ogasawara
| Year of publication: |
2024
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|---|---|
| Authors: | Gea, Cristiane ; Vereda, Luciano ; Ogasawara, Eduardo |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 64.2024, 3, p. 1507-1538
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| Subject: | Anomaly detection | Change point | Economic policy uncertainty | Event detection | Trend anomaly | Volatility anomaly | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Brasilien | Brazil | Risiko | Risk | Wirtschaftspolitik | Economic policy | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10483-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015143938