Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies (Q5219968)
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scientific article; zbMATH DE number 7178403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies |
scientific article; zbMATH DE number 7178403 |
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Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies (English)
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9 March 2020
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Bayesian inference
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forward-backward algorithm
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multivariate models
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risk factors
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structural breaks
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