Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
type: Item
instance of: scholarly article
title: Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
zbMATH Open document ID: 1547.62608
DOI: 10.1080/07350015.2018.1505630
author: Marco R. Barassi
author: Lajos Horváth
author: Yuqian Zhao
published in: Journal of Business and Economic Statistics
publication date: 2024-10-28T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7933422
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 7933422