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Journal Article

Galeano, Pedro ORCID: 0000-0003-2577-2747 and Wied, Dominik (2017). Dating multiple change points in the correlation matrix. Test, 26 (2). S. 331 - 353. NEW YORK: SPRINGER. ISSN 1863-8260

Pape, Katharina, Galeano, Pedro and Wied, Dominik . Sequential detection of parameter changes in dynamic conditional correlation models. Appl. Stoch. Models. Bus. Ind.. HOBOKEN: WILEY. ISSN 1526-4025

Pape, Katharina, Wied, Dominik and Galeano, Pedro ORCID: 0000-0003-2577-2747 (2016). Monitoring multivariate variance changes. J. Empir. Financ., 39. S. 54 - 69. AMSTERDAM: ELSEVIER SCIENCE BV. ISSN 1879-1727

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