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~person:"Galeano, Pedro"
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Pape, Katharina
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Sequential detection of parameter changes in dynamic conditional correlation models
Pape, Katharina
;
Galeano, Pedro
;
Wied, Dominik
- In:
Applied Stochastic Models in Business and Industry
(
2020
)
Persistent link: https://www.econbiz.de/10012406424
Saved in:
2
Monitoring multivariate variance changes
Pape, Katharina
;
Wied, Dominik
;
Galeano, Pedro
-
2015
Persistent link: https://www.econbiz.de/10011326689
Saved in:
3
Monitoring multivariate variance changes
Pape, Katharina
;
Wied, Dominik
;
Galeano, Pedro
- In:
Journal of empirical finance
39
(
2016
),
pp. 54-68
Persistent link: https://www.econbiz.de/10011663296
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