مرکز منطقه ای اطلاع رساني علوم و فناوري - Full predictivistic modeling of stock market data: Application to change point problems

Title of article :

Full predictivistic modeling of stock market data: Application to change point problems

Author/Authors :

R.H. Loschi، نويسنده , , P.L. Iglesias، نويسنده , , R.B. Arellano-Valle، نويسنده , , F.R.B. Cruz، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

282

To page :

291

Keywords :

Uncertainty modeling , Product partition model , Student-t distribution , Normal-inverse-gamma distribution

Journal title :

European Journal of Operational Research

Serial Year :

2007

Journal title :

European Journal of Operational Research

Record number :

216784

Link To Document :