Sequentiel testing for the stability of high-frequency portfolio betas
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Cited in
(24)- Modified sequential change point procedures based on estimating functions
- Robust monitoring of CAPM portfolio betas
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- Detecting at-most-\(\mathfrak{m}\) changes in linear regression models
- Monitoring of functional time series
- Sequential monitoring of portfolio betas
- Sequential monitoring of the tail behavior of dependent data
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