Media type: E-Article Title: Characteristics, covariances, and structural breaks Contributor: Chou, Pin-Huang; Ko, Kuan-Cheng imprint: Elsevier BV, 2008 Published in: Economics Letters Language: English DOI: 10.1016/j.econlet.2007.10.025 ISSN: 0165-1765 Keywords: Economics and Econometrics ; Finance Origination: Footnote: