Efficient Multi-Change Point Analysis to Decode Economic Crisis Information from the S&P500 Mean Market Correlation. - Martin Heßler; Tobias Wand; Oliver Kamps (Entropy, 2023)

Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation. - Tobias Wand; Martin Heßler; Oliver Kamps (Entropy, 2023)