Testing for Structural Breaks – A New Self-Normalization Approach Based on the Adjusted Sample Range

2021 ◽  
Author(s):  
Yongmiao Hong ◽  
Brendan McCabe ◽  
Jiajing Sun ◽  
Shouyang Wang

CFA Digest ◽  
2006 ◽  
Vol 36 (4) ◽  
pp. 9-10
Author(s):  
Charles F. Peake






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