<Para ID="Par1">In this work the precision of point and interval estimators for some performance measures for risky financial assets is analyzed and the conditions under which the point estimators are asymptotically normally distributed are provided. The findings of this research suggest that a huge number of...</para>

In this paper, we propose a new approach to constructing confidence sets for the timing of structural breaks. This approach involves using Markov-chain Monte Carlo methods to simulate marginal “fiducial” distributions of break dates from the likelihood function. We compare our proposed...

In this paper, we propose a new approach to constructing confidence sets for the timing of structural breaks. This approach involves using Markov-chain Monte Carlo methods to simulate marginal “fiducial” distributions of break dates from the likelihood function. We compare our proposed...