On testing the changes in trends of stock market index and rates

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Communications in Statistics-Simulation and Computation Pub Date : 2024-07-31 DOI:10.1080/03610918.2024.2376874

Danilo Leal, Luboš Střelec, Felix Fuders, Milan Stehlík

引用次数: 0

Abstract

Calibration of interest rate models benefits from grouping data to homogenous classes. Such an approach is typical in many financial time series. Preliminaries have been developed for Cox–Ingersoll...

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关于测试股市指数和利率趋势的变化

利率模型的校准得益于将数据归类为同质类别。这种方法在许多金融时间序列中都很典型。针对 Cox-Ingersoll 模型的初步研究已经完成。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Communications in Statistics-Simulation and Computation 数学-统计学与概率论

CiteScore

2.50

自引率

11.10%

发文量

240

审稿时长

6 months

期刊介绍： The Simulation and Computation series intends to publish papers that make theoretical and methodological advances relating to computational aspects of Probability and Statistics. Simulational assessment and comparison of the performance of statistical and probabilistic methods will also be considered for publication. Papers stressing graphical methods, resampling and other computationally intensive methods will be particularly relevant. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.