Detecting changes in cross-sectional dependence in multivariate time series
Work
Year: 2014
Type: article
Source: Journal of Multivariate Analysis
Institutions Heidelberg University, Université de Pau et des Pays de l'Adour, Centre National de la Recherche Scientifique, UCLouvain
Cites: 57
Cited by: 58
Related to: 10
FWCI: 6.537
Citation percentile (by year/subfield): 97.17
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Grant ID SFB 823, Project A7