Parameter Stability in the Market Model: Tests and Time Varying Parameter Estimation With UK Data

Autor:	Coutts, J. Andrew, Roberts, Jennifer, Mills, Terence C.
Zdroj:	Journal of the Royal Statistical Society. Series D (The Statistician), 1997 Jan 01. 46(1), 57-70.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/2988493 Zobrazit plný text záznamu Plný text