Short-term Kullback-Leibler divergence analysis to extract unstable periods in financial time series
Ryuji Ishizaki, Masayoshi Inoue
| Year of publication: |
2024
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|---|---|
| Authors: | Ishizaki, Ryuji ; Inoue, Masayoshi |
| Subject: | Binary symbolic dynamics | Financial time series | Kullback–Leibler divergence | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Finanzmarkt | Financial market | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40844-024-00284-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015191758