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The Moving-Estimates Test for...
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124
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78
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44
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28
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23
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11
The generalized fluctuation test : a unifying view
Kuan, Chung-ming
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 135-161
Persistent link: https://www.econbiz.de/10001180050
Saved in:
12
ARTICLES - Monitoring Structural Changes with the Generalized Fluctuation Test
Leisch, Friedrich
;
Hornik, Kurt
;
Kuan, Chung-Ming
- In:
Econometric theory
16
(
2000
)
6
,
pp. 835-854
Persistent link: https://www.econbiz.de/10006981400
Saved in:
13
MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
Leisch, Friedrich
;
Hornik, Kurt
;
Kuan, Chung-Ming
- In:
Econometric Theory
16
(
2000
)
06
,
pp. 835-854
Persistent link: https://www.econbiz.de/10005610588
Saved in:
14
Detecting parameter shift in GARCH models
Chu, Chia-shang James
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 241-266
Persistent link: https://www.econbiz.de/10001180038
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15
Multiple hypothesis test for parameter constancy based on recursive residuals
Chu, Chia-shang James
- In:
Econometric reviews
16
(
1997
)
3
,
pp. 353-360
Persistent link: https://www.econbiz.de/10001225567
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16
The economics of structural change
Chu, Chia-shang James
-
1990
Persistent link: https://www.econbiz.de/10000857758
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17
Pitfalls in market timing test
Chu, Chia-shang James
;
Lu, Liping
;
Shi, Zhentao
- In:
Economics letters
103
(
2009
)
3
,
pp. 123-126
Persistent link: https://www.econbiz.de/10003854870
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18
China's macroeconomic stability : an empirical study based on survey data
Chu, Chia-shang James
;
Wang, Tianyi
;
Li, Huihui
- In:
China economic journal : the official journal of the …
4
(
2011
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10009374073
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19
Market timing : recent development and new test
Cheng Chou
;
Chu, Chia-shang James
- In:
Economics letters
111
(
2011
)
2
,
pp. 105-109
Persistent link: https://www.econbiz.de/10009242404
Saved in:
20
Robust test of the January effect in stock markets using Markov-switching model
Chu, Chia-shang James
;
Liu, Tung
;
Rathinasamy, R. S.
- In:
Journal of financial management and analysis : …
17
(
2004
)
1
,
pp. 22-33
Persistent link: https://www.econbiz.de/10002507016
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