Monitoring the Parameters of the Market Model by Linear Profile Procedures

DOI10.1515/EQC.2010.006zbMath1247.62293OpenAlexW139098088MaRDI QIDQ2915358

Linda Lee Ho, Ricardo Wonseuk Kim, Mahmoud El Said

Publication date: 16 September 2012

Published in: Economic Quality Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/eqc.2010.006

zbMATH Keywords

linear regression modellinear profile monitoringmarket neutralstock's beta

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Applications of statistics in engineering and industry; control charts (62P30) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

Statistical Monitoring of Nominal Logistic Profiles in Phase II

Cites Work

• Control chart based on likelihood ratio for monitoring linear profiles

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