Detecting Structural Changes Using Genetic Programming with an Application to the Greater-China Stock Markets

Author

Yiu Kuen TSE, Singapore Management UniversityFollow
Xibin Zhang
Wai-Sum Chan

Publication Type

Book Chapter

Publication Date

2000

Discipline

Economics

Research Areas

Econometrics

Publication

Statistics and Finance: An Interface

First Page

370

Last Page

384

ISBN

9781860942372

Identifier

10.1142/9781848160156_0022

City or Country

London, UK

Citation

TSE, Yiu Kuen; Zhang, Xibin; and Chan, Wai-Sum. Detecting Structural Changes Using Genetic Programming with an Application to the Greater-China Stock Markets. (2000). Statistics and Finance: An Interface. 370-384.
Available at: https://ink.library.smu.edu.sg/soe_research/618

Additional URL

https://doi.org/10.1142/9781848160156_0022