This paper discusses the problem of estimating unknown change point in the trend function of a time series regression model. The error process considered here is a Gaussian stationary process with spectral density. The asymptotic properties of quasi maximum likelihood (QMLE) and quasi Bayes...

The financial literature has revealed that option strategies originate asymmetric return distributions, providing new investment opportunities, especially in the control and reduction of risk. In this way, it is important to evaluate the performance of investment strategies that result from the...