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Results for Structural Break

Publications & Outputs

  1. BayesProject: Fast computation of a projection direction for multivariate changepoint detection

    Hahn, G., Fearnhead, P. & Eckley, I., 1/11/2020, In: Statistics and Computing. 30, p. 1691–1705 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  2. Equity premium estimates from economic fundamentals under structural breaks

    Smith, S. C., 07/2017, In: International Review of Financial Analysis. 52, p. 49-61 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review