Nonparametric Multiple Change-Point Analysis of the Responses of Asian Markets to the Global Financial Crisis
David E. Allena, Petko S. Kalevb, Michael J. McAleerc and Abhay K. Singhd, aCentre for Applied Financial Studies, University of South Australia, GPO Box 2471, Adelaide, SA 5001, Australia, and School of Mathematics and Statistics, University of Sydney, NSW 2006, Australia, bUniversity of South Australia, Centre for Applied Financial Studies, GPO Box 2471, Adelaide, SA 5001, Australia, and School of Mathematics and Statistics, University of Sydney, NSW 2006, Australia, cNational Tsing Hua University, Department of Quantitative Finance, 101, Section 2, Kuang Fu Road, Hsinchu 300 13, Taiwan, and Erasmus University, Rotterdam, ...
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