Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the U.S. stock market (Q6128446)
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scientific article; zbMATH DE number 7832659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the U.S. stock market |
scientific article; zbMATH DE number 7832659 |
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Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the U.S. stock market (English)
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15 April 2024
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Coronavirus pandemic
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graphical models
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industry portoflios
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particle filter
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precision matrix
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stochastic volatility
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