LIDAM Discussion Papers LFIN - 2023
2023 / 01
Farah Daniela Mugrabi
Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets
LIDAM Discussion Papers LFIN - 2023
2023 / 01
Farah Daniela Mugrabi
Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets