Tests for market model instability : an empirical comparison of tests using recursive residuals
Johan Knif
| Year of publication: |
1988
|
|---|---|
| Authors: | Knif, Johan |
| Publisher: |
Helsingfors |
| Subject: | CUSUM | MOSUM | Börsenkurs | Share price | Finnland | Finland | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Kalman filter |
| Extent: | 65 S graph. Darst |
|---|---|
| Series: | Forskningsrapporter från Svenska Handelshögskolan. - Helsingfors : Svenska handelshögskolan, biblioteket, ISSN 0357-5764, ZDB-ID 1181261-8. - Vol. 18 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 53 - 57 |
| ISBN: | 951-555-283-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000126783