Items where Author is "Horváth, Lajos"
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Horváth, Lajos and Rice, Gregory and Zhao, Yuqian (2022) Change point analysis of covariance functions: A weighted cumulative sum approach. Journal of Multivariate Analysis, 189. p. 104877. DOI https://doi.org/10.1016/j.jmva.2021.104877
Cao, Ruanmin and Horváth, Lajos and Liu, Zhenya and Zhao, Yuqian (2019) A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis. Review of Quantitative Finance and Accounting, 54 (1). pp. 335-358. DOI https://doi.org/10.1007/s11156-019-00791-x