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subject:"Structural break"
~accessRights:"restricted"
~person:"Caballero-Pintado, M. Victoria"
~person:"Chen, Xin"
~subject:"Korrelation"
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Caballero-Pintado, M. Victoria
Chen, Xin
Perron, Pierre
5
Yamamoto, Yohei
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Kurozumi, Eiji
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Wied, Dominik
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Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
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Symbolic correlation integral
Caballero-Pintado, M. Victoria
;
Matilla-García, Mariano
; …
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 533-556
Persistent link: https://www.econbiz.de/10012181331
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