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Monitoring for Disruptions in Financial Markets

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  • Elena Andreou
  • Eric Ghysels

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  • Elena Andreou & Eric Ghysels, 2004. "Monitoring for Disruptions in Financial Markets," CIRANO Working Papers 2004s-26, CIRANO.
    • Handle: RePEc:cir:cirwor:2004s-26
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    File URL: https://cirano.qc.ca/files/publications/2004s-26.pdf
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    Cited by:

    1. Andreou, Elena & Ghysels, Eric, 2008. "Quality control for structural credit risk models," Journal of Econometrics, Elsevier, vol. 146(2), pages 364-375, October.
    2. Anatolyev, Stanislav, 2009. "Nonparametric Retrospection and Monitoring of Predictability of Financial Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 149-160.

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