Matrix-variate time series data are largely available in applications. However, no attempt has been made to study their conditional heteroscedasticity that is often observed in economic and financial
We propose a general framework to construct self-normalized multiple-change-point tests with time series data. The only building block is a user-specified single-change-detecting statistic, which cove
This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This infor