Author:
Bergamelli Michele,Bianchi Annamaria,Khalaf Lynda,Urga Giovanni
Subject
Applied Mathematics,Economics and Econometrics
Reference39 articles.
1. Understanding asset prices;Advanced Information Nobel Prize,2013
2. Testing for and dating common breaks in multivariate time series;Bai;Rev. Econom. Stud.,1998
3. Multivariate tests of mean–variance efficiency with possibly non-Gaussian errors;Beaulieu;J. Bus. Econom. Statist.,2007
4. Identification-robust estimation and testing of the zero-beta CAPM;Beaulieu;Rev. Econom. Stud.,2013
5. Bergamelli, M., Urga, G., 2015. Detecting multiple structural breaks: dummy saturation vs sequential bootstrapping. Discussion Paper, Cass Business School, London.
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献