Sequential detection of parameter changes in dynamic conditional correlation models
| Year of publication: |
2020
|
|---|---|
| Authors: | Pape, Katharina ; Galeano, Pedro ; Wied, Dominik |
| Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - 2020 (28.09.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/asmb.2578 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012406424