Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models (Q6626310)
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scientific article; zbMATH DE number 7933422
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models |
scientific article; zbMATH DE number 7933422 |
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Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models (English)
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28 October 2024
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