Testing for structural breaks in return-based style regression models
Yunmi Kim, Douglas Stone, Tae-Hwan Kim
| Year of publication: |
2021
|
|---|---|
| Authors: | Kim, Yunmi ; Stone, Douglas ; Kim, Tae-hwan |
| Subject: | Structural shift | Boundary parameter | Maximum chow test | Style regression | Regressionsanalyse | Regression analysis | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11408-020-00364-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012495896