Structural break in different stock index markets in China
Year of publication: |
2023
|
---|---|
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
|
Subject: | Change point | Two-stage estimation method | Pruned exact linear time algorithm | Significant events | China | Strukturbruch | Structural break | Aktienindex | Stock index | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
-
Estimating multiple breaks in nonstationary autoregressive models
Pang, Tianxiao, (2021)
-
Earnings growth and the bull market of the 1990s : is there a case for rational exuberance?
Bae, Jinho, (2007)
-
Mean-reversion and long memory in the stock market indexes of some Latin American countries
Gil-Alaña, Luis A., (2007)
- More ...
-
Wang, Chao, (2023)
-
Diao, Xundi, (2018)
-
Market segmentation and supply‐chain predictability : evidence from China
Li, Chenchen, (2019)
- More ...