Sequentiel testing for the stability of high-frequency portfolio betas
type: Item
instance of: scholarly article
zbMATH Open document ID: 1245.91089
DOI: 10.1017/S0266466611000673
author: Alexander Aue
author: Siegfried Hörmann
author: Lajos Horváth
author: Marie Hušková
author: J. G. Steinebach
published in: Econometric Theory
publication date: 2012-08-30T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6074034
MaRDI profile type: Publication
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full work available at URL: s0266466611000673
OpenAlex ID: W2025827268
title: Sequentiel testing for the stability of high-frequency portfolio betas
description: scientific article; zbMATH DE number 6074034