基于回报的回归模型的结构断裂检验

IF 1.5 Q3 BUSINESS, FINANCE

Financial Markets and Portfolio Management Pub Date : 2020-10-15 DOI:10.1007/s11408-020-00364-2

Yunmi Kim, Douglas Stone, Tae-Hwan Kim

引用次数: 0

摘要

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Testing for structural breaks in return-based style regression models

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来源期刊

Financial Markets and Portfolio Management BUSINESS, FINANCE-

CiteScore

3.20

自引率

0.00%

发文量

期刊介绍： The journal Financial Markets and Portfolio Management invites submissions of original research articles in all areas of finance, especially in – but not limited to – financial markets, portfolio choice and wealth management, asset pricing, risk management, and regulation. Its principal objective is to publish high-quality articles of innovative research and practical application. The readers of Financial Markets and Portfolio Management are academics and professionals in finance and economics, especially in the areas of asset management. FMPM publishes academic and applied research articles, shorter ''Perspectives'' and survey articles on current topics of interest to the financial community, as well as book reviews. All article submissions are subject to a double-blind peer review. http://www.fmpm.org Officially cited as: Financ Mark Portf Manag