Change point dynamics for financial data: an indexed Markov chain approach
Crossref DOI link: https://doi.org/10.1007/s10436-018-0337-0
Published Online: 2018-10-13
Published Print: 2019-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
D’Amico, Guglielmo
Lika, Ada
Petroni, Filippo
Text and Data Mining valid from 2018-10-13
Article History
Received: 5 April 2018
Accepted: 23 July 2018
First Online: 13 October 2018