Robust monitoring of CAPM portfolio betas. II (Q458632): Difference between revisions

@@ Property / author @@
-Josef G. Steinebach
@@ Property / author: Josef G. Steinebach / rank @@
-Normal rank
@@ Property / author @@
+Josef G. Steinebach
@@ Property / author: Josef G. Steinebach / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F35
@@ Property / Mathematics Subject Classification ID: 62F35 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F17
@@ Property / Mathematics Subject Classification ID: 60F17 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 60G10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+L10
@@ Property / Mathematics Subject Classification ID: 62L10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B25
@@ Property / Mathematics Subject Classification ID: 91B25 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6352247
@@ Property / zbMATH DE Number: 6352247 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+robust monitoring
@@ Property / zbMATH Keywords: robust monitoring / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+functional capital asset pricing model
@@ Property / zbMATH Keywords: functional capital asset pricing model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio beta
@@ Property / zbMATH Keywords: portfolio beta / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+\(M\)-estimate
@@ Property / zbMATH Keywords: \(M\)-estimate / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+change-point detection
@@ Property / zbMATH Keywords: change-point detection / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2014.07.016
+Normal rank
@@ Property / OpenAlex ID @@
+W4205844788
@@ Property / OpenAlex ID: W4205844788 / rank @@
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@@ Property / cites work @@
+Realized Beta: Persistence and Predictability
@@ Property / cites work: Realized Beta: Persistence and Predictability / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS
+Normal rank
@@ Property / cites work @@
+Split invariance principles for stationary processes
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust monitoring of CAPM portfolio betas
@@ Property / cites work: Robust monitoring of CAPM portfolio betas / rank @@
+Normal rank
@@ Property / cites work @@
+A General Approach to the Strong Law of Large Numbers
+Normal rank
@@ Property / cites work @@
+Weakly dependent functional data
@@ Property / cites work: Weakly dependent functional data / rank @@
+Normal rank
@@ Property / cites work @@
+Inference for functional data with applications
@@ Property / cites work: Inference for functional data with applications / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Q3562793
@@ Property / cites work: Q3562793 / rank @@
+Normal rank
@@ Property / cites work @@
+An Intertemporal Capital Asset Pricing Model
@@ Property / cites work: An Intertemporal Capital Asset Pricing Model / rank @@
+Normal rank
@@ Property / cites work @@
+Moment inequalities and the strong laws of large numbers
+Normal rank
@@ Property / cites work @@
+Moment and probability bounds with quasi-superadditive structure for the maximum partial sum
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:458632