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2016
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