Monitoring the parameters of the market model by linear profile procedures
type: Item
instance of: scholarly article
zbMATH Open document ID: 1247.62293
author: Linda Lee Ho
author: Mahmoud El Said
author: Ricardo Wonseuk Kim
published in: Economic Quality Control
publication date: 2012-09-16T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P30
zbMATH DE Number: 6083112
zbMATH Keywords: linear profile monitoring
zbMATH Keywords: stock's beta
zbMATH Keywords: market neutral
zbMATH Keywords: linear regression model
MaRDI profile type: Publication
full work available at URL: eqc.2010.006
OpenAlex ID: W139098088
cites work: Control chart based on likelihood ratio for monitoring linear profiles
DOI: 10.1515/EQC.2010.006
title: Monitoring the parameters of the market model by linear profile procedures
description: scientific article; zbMATH DE number 6083112