13-072/III - Nonparametric Multiple Change Point Analysis of the Global Financial Crisis

  • Authors
    David E. Allen, Edith Cowan University, Australia; Michael McAleer, Erasmus University Rotterdam; Robert J. Powell, Edith Cowan University, Australia; Abhay K. Singh, Edith Cowan University, Australia
  • Publication date
    May 27, 2013
  • Keywords
    Nonparametric Analysis, Multiple Change Points, Cluster Analysis, Global Financial Crises
  • JEL
    G11, C02
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