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Testing for Regime Changes in Portfolios with a Large Numbe..:
Massacci, Daniele
Journal of Financial Econometrics. 21 (2021) 2 - p. 316-367 , 2021
Link:
https://doi.org/10.1093/jjfinec/nbaa046
RT Journal T1 <Title>Testing for Regime Changes in Portfolios with a Large Number of Assets: A Robust Approach to Factor Heteroskedasticity</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1093_jjfinec_nbaa046&Exemplar=1&LAN=DE A1 Massacci, Daniele PB Oxford University Press (OUP) YR 2021 SN 1479-8409 SN 1479-8417 JF Journal of Financial Econometrics VO 21 IS 2 SP 316 OP 367 LK http://dx.doi.org/https://doi.org/10.1093/jjfinec/nbaa046 DO https://doi.org/10.1093/jjfinec/nbaa046 SF ELIB - SuUB Bremen
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