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subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~subject:"Factor analysis"
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Search: subject_exact:"Structural break"
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1
Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion
Zhou, Ruichao
;
Wu, Jianhong
- In:
Economics letters
232
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014464419
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2
Determining the number of breaks in large dimensional factor models with structural changes
Wang, Lu
;
Zhou, Ruichao
;
Wu, Jianhong
- In:
Economics letters
199
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605871
Saved in:
3
Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping
;
Li, Yanglin
;
Wen, Kuangyu
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
Saved in:
4
Testing for the null of block zero restrictions in common factor models
Han, Chirok
;
Kim, Dukpa
- In:
Economics letters
188
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012227513
Saved in:
5
The impact of changes in monetary aggregates on exchange rate volatility in a developing country : Do structural breaks matter?
Ojede, Andrew
;
Lam, Eddery
- In:
Economics letters
155
(
2017
),
pp. 111-115
Persistent link: https://www.econbiz.de/10011821627
Saved in:
6
Detecting structural changes under nonstationary volatility
Wu, Jilin
- In:
Economics letters
146
(
2016
),
pp. 151-154
Persistent link: https://www.econbiz.de/10011619232
Saved in:
7
Estimating the common break date in large factor models
Chen, Liang
- In:
Economics letters
131
(
2015
),
pp. 70-74
Persistent link: https://www.econbiz.de/10011422650
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