Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market

Fuente: arXiv

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Bibliographic Details
Main Authors:	Franzolini, Beatrice, Beskos, Alexandros, De Iorio, Maria, Koziell, Warrick Poklewski, Grzeszkiewicz, Karolina
Format:	Preprint
Published:	2022
Subjects:	Methodology Statistical Finance Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2208.00952