Dating multiple change points in the correlation matrix
Crossref DOI link: https://doi.org/10.1007/s11749-016-0513-3
Published Online: 2016-11-28
Published Print: 2017-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Galeano, Pedro http://orcid.org/0000-0003-2577-2747
Wied, Dominik
Funding for this research was provided by:
Ministerio de EconomÃa y Competitividad (ECO2015-66593-P)
Deutsche Forschungsgemeinschaft (DE) (SFB 823, project A1)
License valid from 2016-11-28