Structural break in different stock index markets in China
Boyan Li, Xundi Diao
| Year of publication: |
2023
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|---|---|
| Authors: | Li, Boyan ; Diao, Xundi |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 65.2023, p. 1-13
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| Subject: | Change point | Two-stage estimation method | Pruned exact linear time algorithm | Significant events | China | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101882 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014309933