Pages that link to "Item:Q1941452"
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The following pages link to Robust monitoring of CAPM portfolio betas (Q1941452):
Displaying 11 items.
- Robust monitoring of CAPM portfolio betas. II (Q458632) (← links)
- Monitoring multivariate time series (Q511999) (← links)
- Sequential monitoring of portfolio betas (Q725685) (← links)
- A comparison of single and multiple changepoint techniques for time series data (Q2129576) (← links)
- Sequential change point detection in high dimensional time series (Q2154962) (← links)
- Sequential change point detection in linear quantile regression models (Q2348323) (← links)
- \(M\)-procedures for detection of a change under weak dependence (Q2448799) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Sequentiel testing for the stability of high-frequency portfolio betas (Q2909249) (← links)
- AN ANALYTICAL FRAMEWORK FOR EXPLAINING RELATIVE PERFORMANCE OF CAPM BETA AND DOWNSIDE BETA (Q3637885) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971363) (← links)