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Online structural break detection in financial durations

Crossref DOI link: https://doi.org/10.1007/s11222-025-10577-y

Published Online: 2025-02-07

Published Print: 2025-04

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Wang, Yanzhao

Zhang, Yaohua

Zou, Jian

Ravishanker, Nalini
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Text and Data Mining valid from 2025-02-07

Version of Record valid from 2025-02-07
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Article History

Received: 19 July 2024

Accepted: 20 January 2025

First Online: 7 February 2025