Detecting changes in cross-sectional dependence in multivariate time series

@article{Bcher2014DetectingCI,
  title={Detecting changes in cross-sectional dependence in multivariate time series},
  author={Axel B{\"u}cher and Ivan Kojadinovic and Tom Rohmer and Johan Segers},
  journal={J. Multivar. Anal.},
  year={2014},
  volume={132},
  pages={111-128}
}

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