Work

Testing for Regime Changes in Large Dimensional Factor Models

Year: 2017

Type: article

Source: Journal of Financial Econometrics

DOI: 10.1093/jjfinec/nbaa046

Author: Daniele Massacci

Institution: King's College London

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3203551377

FWCI: 0.819

Cites: 64

Cited by: 13

Related to: 10