"Research on Change Point Detection during Periods of Sharp Fluctuations in ..."

Fenglin Tian et al. (2024)

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DOI: 10.3390/AXIOMS13090643

access: open

type: Journal Article

metadata version: 2024-11-06

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Fenglin Tian, Yong Wang, Qi Qin, Boping Tian:
Research on Change Point Detection during Periods of Sharp Fluctuations in Stock Prices-Based on Bayes Method β-ARCH Models. Axioms 13(9): 643 (2024)

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