 | Up a level |
Jump to: Journal Article
Number of items: 2.
Journal Article
Chochola, Ondrej, Huskova, Marie 
ORCID: 0000-0002-6868-1362, Praskova, Zuzana ORCID: 0000-0003-1089-5541 and Steinebach, Josef G.
(2014).
Robust monitoring of CAPM portfolio betas II.
J. Multivar. Anal., 132.
S. 58 - 82.
SAN DIEGO:
ELSEVIER INC.
ISSN 0047-259X
Huskova, Marie, Praskova, Zuzana ORCID: 0000-0003-1089-5541 and Steinebach, Josef G.
.
Estimating a gradual parameter change in an AR(1)-process.
Metrika.
HEIDELBERG:
SPRINGER HEIDELBERG.
ISSN 1435-926X