TY  - RPRT
AU  - Allen, David E.
AU  - McAleer, Michael
AU  - Powell, Robert J.
AU  - Singh, Abhay K.
PY  - 2013
UR  - https://hdl.handle.net/20.500.14352/41479
AB  - This paper presents an application of a recently developed approach by Matteson and James (2012) for the analysis of change points in a data set, namely major financial market indices converted to financial return series. The general problem concerns...
LA  - eng
KW  - Nonparametric Analysis
KW  - Multiple Change Points
KW  - Cluster Analysis
KW  - Global Financial.
TI  - Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
TY  - technical report
VL  - 2013
ER  -