Burdejová, Petra http://orcid.org/0000-0002-4515-4519
Härdle, Wolfgang K.
Funding for this research was provided by:
German Research Foundation (DFG) via Collaborative Research Center 649 ”Economic Risk”
German Research Foundation (DFG) via International Research Training Group 1792 ”High Dimensional Nonstationary Time Series’
Article History
Received: 30 November 2017
Accepted: 7 March 2019
First Online: 3 April 2019