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(Wild) binary segmentation
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AR-GARCH residuals
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Clayton copula
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Consistent estimation of multiple breakpoints in dependence measures
Borsch, Marvin
;
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 695-706
Persistent link: https://www.econbiz.de/10015053446
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