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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/31309


    Title: Characteristics, covariances, and structural breaks
    Authors: Chou,Pin-Huang;Ko,Kuan-Cheng
    Contributors: 財務金融研究所
    Keywords: STOCK RETURNS;CROSS-SECTION;MARKET
    Date: 2008
    Issue Date: 2010-07-06 17:41:48 (UTC+8)
    Publisher: 中央大學
    Abstract: By applying Bai and Peffon's [Bai, J., Perran, P., 1998. Estimating and testing linear models with multiple structural changes. Econometrica 66, 47-78] change-point model, we pinpoint the exact dates for structural breaks in the book-to-inarket premium. W
    Relation: ECONOMICS LETTERS????
    Appears in Collections:[財務金融研究所] 期刊論文

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