Multiple breaks detection in financial interval-valued time series

标题
Multiple breaks detection in financial interval-valued time series
作者
关键词
Interval-valued time series, Multiple structural breaks, Atheoretical Regression Trees, Stock prices
出版物
EXPERT SYSTEMS WITH APPLICATIONS
Volume 164, Issue -, Pages 113775
出版商
Elsevier BV
发表日期
2020-08-02
DOI
10.1016/j.eswa.2020.113775

向作者/读者发起求助以获取更多资源

Reprint

联系作者

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation

Create your own webinar

Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.

Create Now