Research on Change Point Detection during Periods of Sharp Fluctuations in Stock Prices–Based on Bayes Method <i>β</i>-ARCH Models
In periods of dramatic stock price volatility, the identification of change points in stock price time series is important for analyzing the structural changes in financial market data, as well as for risk prevention and control in the financial market. As their residuals follow a generalized error...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-09-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/13/9/643 |
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