Testing for relevant dependence change in financial data: a CUSUM copula approach
Crossref DOI link: https://doi.org/10.1007/s00181-019-01811-4
Published Online: 2019-12-06
Published Print: 2021-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kutzker, Tim
Stark, Florian http://orcid.org/0000-0001-7419-6702
Wied, Dominik
Funding for this research was provided by:
DFG (MA 7225/1-1, AOBJ 628937)
Text and Data Mining valid from 2019-12-06
Version of Record valid from 2019-12-06
Article History
Received: 26 April 2019
Accepted: 26 November 2019
First Online: 6 December 2019