Technical Appendix for 'Exploring Breaks in the Distribution of Stock Returns : Empirical Evidence from Apple Inc.'
| Year of publication: |
[2020]
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|---|---|
| Authors: | Lleo, Sebastien ; Ziemba, William T. ; Li, Jessica |
| Publisher: |
[S.l.] : SSRN |
| Description of contents: |
This Appendix contains technical details on the changepoint detection algorithms applied in the paper
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| Extent: | 1 Online-Ressource (46 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 27, 2020 erstellt |
| Other identifiers: | 10.2139/ssrn.3700425 [DOI] |
| Classification: | C1 - Econometric and Statistical Methods: General ; C22 - Time-Series Models ; C44 - Statistical Decision Theory; Operations Research ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; C32 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014361898