 | Up a level |
Group by: Item Type | No Grouping
Number of items: 2.
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, 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