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Delay times of sequential procedures for multiple time series regression models
Aue, Alexander; Horváth, Lajos; Reimherr, Matthew L. - In: Journal of econometrics 149 (2009) 2, pp. 174-190
Persistent link: https://www.econbiz.de/10003833786
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Segmenting mean-nonstationary time series via trending regressions
Aue, Alexander; Horváth, Lajos; Hušková, Marie - In: Journal of econometrics 168 (2012) 2, pp. 367-381
Persistent link: https://www.econbiz.de/10009612717
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Change-point monitoring in linear models
Aue, Alexander; Horváth, Lajos; Hušková, Marie; … - In: The econometrics journal 9 (2006) 3, pp. 373-403
Persistent link: https://www.econbiz.de/10003390158
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Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos; Liu, Zhenya; Miller, Curtis; Tang, Weiqing - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420