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Detecting changes in cross-sectional dependence in multivariate time series

Bibliographic reference Kojadinovic, Ivan ; Rohmer, Tom ; Segers, Johan. Detecting changes in cross-sectional dependence in multivariate time series. ISBA Discussion Paper ; 2013/51 (2013) 29 pages
Permanent URL http://hdl.handle.net/2078.1/139264