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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