Non-parametric multiple change point analysis of the global financial crisis
Year of publication: |
June 2018
|
---|---|
Authors: | Allen, David E. ; McAleer, Michael ; Powell, Robert ; Singh, Abhay Kumar |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 13.2018, 2, p. 1-23
|
Subject: | Non-parametric analysis | multiple change points | cluster analysis | global financial crisis | Finanzkrise | Financial crisis | Nichtparametrisches Verfahren | Nonparametric statistics | Internationaler Finanzmarkt | International financial market | Welt | World | Clusteranalyse | Cluster analysis |
-
Nonparametric multiple change point analysis of the global financial crisis
Allen, David E., (2013)
-
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
Allen, David E., (2013)
-
Nonparametric multiple change point analysis of the global financial crisis
Allen, David E., (2013)
- More ...
-
Multivariate volatility impulse response analysis of GFC news events
Allen, David E., (2015)
-
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E., (2015)
-
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E., (2013)
- More ...