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A new PIN model with application of the change-point detect..:
Kao, Chu-Lan Michael
;
Lin, Emily
Review of Quantitative Finance and Accounting. 61 (2023) 4 - p. 1513-1528 , 2023
Link:
https://doi.org/10.1007/s11156-023-01194-9
RT Journal T1 <Title>A new PIN model with application of the change-point detection method</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s11156-023-01194-9&Exemplar=1&LAN=DE A1 Kao, Chu-Lan Michael A1 Lin, Emily PB Springer Science and Business Media LLC YR 2023 SN 0924-865X SN 1573-7179 JF Review of Quantitative Finance and Accounting VO 61 IS 4 SP 1513 OP 1528 LK http://dx.doi.org/https://doi.org/10.1007/s11156-023-01194-9 DO https://doi.org/10.1007/s11156-023-01194-9 SF ELIB - SuUB Bremen
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