Online Appendix for Changepoint Detection in the Cross-Section of Stock Returns A Tutorial on Changepoint Detection Methodologies

Autor:	Sebastien Lleo, William T. Ziemba, Jessica Li
Rok vydání:	2023
Předmět:	History Polymers and Plastics Business and International Management Industrial and Manufacturing Engineering
Zdroj:	SSRN Electronic Journal.
ISSN:	1556-5068
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::3e03721d70fd239cc28ae144dfa4ccfe https://doi.org/10.2139/ssrn.4404234 Zobrazit plný text záznamu