Sequential detection of parameter changes in dynamic conditional correlation models
Year of publication: |
2020
|
---|---|
Authors: | Pape, Katharina ; Galeano, Pedro ; Wied, Dominik |
Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - 2020 (28.09.)
|
Publisher: |
Wiley |
Saved in:
Online Resource
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