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~person:"Kim, Baeho"
~person:"Yamamoto, Yohei"
~subject:"Financial crisis"
~type_genre:"Aufsatz in Zeitschrift"
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A systemic change of measure from central clearing
Hwang, Injun
;
Kim, Baeho
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1738-1754
Persistent link: https://www.econbiz.de/10013465811
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2
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 187-206
Persistent link: https://www.econbiz.de/10011502515
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