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Lattanzi C, Leonelli M. A change-point approach for the identification of financial extreme regimes. BRAZ J PROBAB STAT 2021. [DOI: 10.1214/21-bjps509] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Chiara Lattanzi
- Dipartimento di Scienze Statistiche, Universitá di Bologna, Bologna, Italy
| | - Manuele Leonelli
- School of Human Sciences and Technology, IE University, Madrid, Spain
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