Characteristics, covariances and structural breaks
Year of publication: |
2008
|
---|---|
Authors: | Chou, Pin-huang ; Ko, Kuan-cheng |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 100.2008, 1, p. 31-34
|
Subject: | Korrelation | Correlation | Strukturbruch | Structural break | Arbitrage Pricing | Arbitrage pricing |
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