Testing the constancy of Spearman’s rho in multivariate time series
Crossref DOI link: https://doi.org/10.1007/s10463-015-0520-2
Published Online: 2015-05-01
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kojadinovic, Ivan
Quessy, Jean-François
Rohmer, Tom
Text and Data Mining valid from 2015-05-01