Tim Kutzker, Florian Stark & Dominik Wied (University of Cologne): “A Non – Parametric CUSUM –Type Test for Testing Relative Change in Copulas.”
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Research Seminar in Econometrics and Statistics
9. May 2018 @ 16:00 - 17:30
Tim Kutzker, Florian Stark & Dominik Wied (University of Cologne): “A Non – Parametric CUSUM –Type Test for Testing Relative Change in Copulas.”