Characteristics, covariances, and structural breaks (Q1934831): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2007.10.025 / rank | |||
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| Property / OpenAlex ID: W2008746889 / rank | |||
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| Property / cites work: Estimating and Testing Linear Models with Multiple Structural Changes / rank | |||
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| Property / cites work: Common risk factors in the returns on stocks and bonds / rank | |||
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| Property / cites work: An Intertemporal Capital Asset Pricing Model / rank | |||
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Latest revision as of 03:16, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characteristics, covariances, and structural breaks |
scientific article |
Statements
Characteristics, covariances, and structural breaks (English)
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29 January 2013
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factor model
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characteristics model
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structural break
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