Nonparametric Multiple Change Point Analysis of the Global Financial Crisis

Author: A C Mackinlay, A Coutts, A F Burns, Abhay Kumar-Singh, B Mandelbrot, B Mandelbrot, B P Carlin, D E Allen, D Harding, D Kurowicka, D S Matteson, David E. Allen, E Fama, E Jacquier, F Diebold, J D Hamilton, J H Stock, J H Stock, J H Stock, J Tinbergen, K Aas, M Dungey, M Lavielle, M Talih, M Talih, Michael McAleer, N A James, R Ball, R T Baillie, Robert J. Powell, T Bedford, T Bedford
Publisher: Elsevier BV

ABOUT BOOK

Abstract is not available.

Privacy Policy
Powered by: