"Detecting changes in cross-sectional dependence in multivariate time series."

Axel Bücher et al. (2014)

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DOI: 10.1016/J.JMVA.2014.07.012

access: open

type: Journal Article

metadata version: 2023-09-30

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Axel Bücher, Ivan Kojadinovic, Tom Rohmer, Johan Segers:
Detecting changes in cross-sectional dependence in multivariate time series. J. Multivar. Anal. 132: 111-128 (2014)

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