Universität zu Köln

2021

Kutzker, Tim, Stark, Florian ORCID: 0000-0001-7419-6702 and Wied, Dominik ORCID: 0000-0003-4252-2918 (2021). Testing for relevant dependence change in financial data: a CUSUM copula approach. Empir. Econ., 60 (4). S. 1875 - 1895. HEIDELBERG: PHYSICA-VERLAG GMBH & CO. ISSN 1435-8921

Manner, Hans, Stark, Florian and Wied, Dominik ORCID: 0000-0003-4252-2918 (2021). A monitoring procedure for detecting structural breaks in factor copula models. Stud. Nonlinear Dyn. Econom., 25 (4). S. 171 - 193. BERLIN: WALTER DE GRUYTER GMBH. ISSN 1558-3708

2019

Manner, Hans, Stark, Florian and Wied, Dominik (2019). Testing for structural breaks in factor copula models. J. Econom., 208 (2). S. 324 - 346. LAUSANNE: ELSEVIER SCIENCE SA. ISSN 1872-6895

Stark, Florian ORCID: 0000-0001-7419-6702 (2019). Detecting Structural Breaks in Factor Copula Models and in Vectors of Dependence Measures. PhD thesis, Universität zu Köln.