Testing For A Change In Correlation At An Unknown Point In Time Using An Extended Functional Delta Method
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 28 (2012)
Issue (Month): 03 (June)
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- Dominik Wied & Matthias Arnold & Nicolai Bissantz & Daniel Ziggel, 2013. "Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer, vol. 6(3), pages 87-103, March.
- Dominik Wied & Matthias Arnold & Nicolai Bissantz & Daniel Ziggel, 2012. "A new fluctuation test for constant variances with applications to finance," Metrika, Springer, vol. 75(8), pages 1111-1127, November.
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