SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS
| Year of publication: |
2011
|
|---|---|
| Authors: | Aue, Alexander ; Hörmann, Siegfried ; Horváth, Lajos ; Hušková, Marie ; Steinebach, Josef G. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 28.2011, 4 (28.11.), p. 804-838
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