Characteristics, covariances, and structural breaks (Q1934831)
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scientific article; zbMATH DE number 6132449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characteristics, covariances, and structural breaks |
scientific article; zbMATH DE number 6132449 |
Statements
Characteristics, covariances, and structural breaks (English)
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29 January 2013
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factor model
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characteristics model
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structural break
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0.7369224429130554
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0.7250849008560181
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0.7115718126296997
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0.7106243371963501
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