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Testing and Locating Variance Changepoints with Application to Stock Prices

Testing and Locating Variance Changepoints with Application to Stock Prices

Jie Chen and A. K. Gupta
  • 期刊名称Journal of the American Statistical Association
  • 作者Jie Chen and A. K. Gupta
  • 卷第92卷
  • 期第438期
  • 印刷ISSN0162-1459
  • 文件大小1151.48KB
  • 发表时间1997-06
  • DOI10.2307/2965722
  • 页码739-747
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