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CUSUM Method in predicting regime shifts and its performance in different stock markets

Lookup NU author(s): Dr Gang Yi, Dr Shirley ColemanORCiD, Qinglian Ren

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Publication metadata

Author(s): Yi G, Coleman SY, Ren Q

Publication type: Article

Publication status: Published

Journal: Journal of Applied Statistics

Year: 2006

Volume: 33

Issue: 7

Pages: 647-661

Print publication date: 01/08/2006

ISSN (print): 0266-4763

ISSN (electronic): 1360-0532

Publisher: Routledge

URL: http://dx.doi.org/10.1080/02664760600708590

DOI: 10.1080/02664760600708590

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