Multi-scale event detection in financial time series
Diego Silva de Salles, Cristiane Gea, Carlos E. Mello, Laura Assis, Rafaelli Coutinho, Eduardo Bezerra, Eduardo Ogasawara
| Year of publication: |
2025
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|---|---|
| Authors: | Salles, Diego Silva de ; Gea, Cristiane ; Mello, Carlos E. ; Assis, Laura ; Coutinho, Rafaelli ; Bezerra, Eduardo ; Ogasawara, Eduardo |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 65.2025, 1, p. 211-239
|
| Subject: | Anomaly detection | Change point | Economic policy uncertainty | Event detection | Trend anomaly | Volatility anomaly | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Börsenkurs | Share price | Theorie | Theory | Wirtschaftspolitik | Economic policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-024-10582-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015195763