Author:
Zhu Xiaoqian,Li Yilin,Liang Changzhi,Chen Jianming,Wu Dengsheng
Reference16 articles.
1. Grundke P, Polle S. Crisis and risk dependencies. European Journal of Operational Research 2012; 223: 518-528.
2. Ye W, Miao B. Analysis of subprime loan crisis cont agion based on change point test ing method of copula. Chinese Journal of Management Science 2009; 17(3): 1-7. (In Chinese).
3. Inclan C, Tiao G C. Use of cumulat ive sums of squares for ret rospect ive det ect ion of changes of variance. Journal of the Am erican Statistical Association 1994; 89(427): 913-923.
4. Chow GC. Test s of equalit y between sets of coefficients in t wo linear regressions. Econometrica 1960; 28(3): 591-605.
5. Elt eto T, Hansen N, Germain-Renaud C, Bondon P. Scalable struct ural break det ect ion. Applied Soft Computing 2012; 12(11): 3408-3420.
Cited by
12 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献