TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
| Year of publication: |
2011
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|---|---|
| Authors: | Wied, Dominik ; Krämer, Walter ; Dehling, Herold |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 28.2011, 3 (25.11.), p. 570-590
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