Lattanzi, Chiara
- A changepoint approach for the identification of financial extreme regimes
2019/02/25 by Chiara Lattanzi, Lattanzi, Chiara, Manuele Leonelli +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · #FOS: Computer and information sciences #FOS: Economics and business #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Methodology (stat.ME) #Monetary Policy and Economic Impact #Statistical Finance (q-fin.ST) #q-fin.ST #stat.ME