Detection of financial time series turning points: a new CUSUM approach applied to IPO cycles
Year of publication: |
2002
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Authors: | Blondell, David ; Hoang, Philip ; Powell, John Gregory ; Shi, Jing |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 18.2002, 3, p. 293-315
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Subject: | Zeitreihenanalyse | Time series analysis | Börsengang | Initial public offering | Schätzung | Estimation | USA | United States |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Review of quantitative finance and accounting |
Source: | ECONIS - Online Catalogue of the ZBW |
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