Characteristics, covariances, and structural breaks (Q1934831)

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Characteristics, covariances, and structural breaks
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    title
    Characteristics, covariances, and structural breaks (English)
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    author
    Pin-Huang Chou
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    Kuan-Cheng Ko
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    publication date
    29 January 2013
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    zbMATH DE Number
    6132449
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    zbMATH Keywords
    factor model
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    characteristics model
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    structural break
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