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Change-Point Testing for Risk Measures in Time Series

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Fan, Lin, Duan, Junting, Glynn, Peter W., Pelger, Markus
Formato:	Preprint
Publicado:	2018
Materias:	Econometrics Methodology
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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