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SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; … - In: Econometric theory 28 (2011) 4, pp. 804-838
Persistent link: https://www.econbiz.de/10009996876
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Sequential testing for the stability of high-frequency portfolio betas
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; … - In: Econometric theory 28 (2012) 4, pp. 804-837
Persistent link: https://www.econbiz.de/10009669735
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ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
Aue, Alexander; Horváth, Lajos; Hušková, Marie; … - In: Econometric theory 25 (2009) 2, pp. 411-441
Persistent link: https://www.econbiz.de/10008211992
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On distinguishing betweeen random walk and change in the mean alternatives
Aue, Alexander; Horváth, Lajos; Hušková, Marie; … - In: Econometric theory 25 (2009) 2, pp. 411-441
Persistent link: https://www.econbiz.de/10003818307
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Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
Horváth, Lajos; Hušková, Marie; Rice, Gregory; Wang, Jia - In: Econometric theory 33 (2017) 2, pp. 366-412
Persistent link: https://www.econbiz.de/10011665387