Fix CHANGELOG links

[just-jeb]

PR Checklist

Please check if your PR fulfills the following requirements:

• Tests for the changes have been added (for bug fixes / features)
• Docs have been added / updated (for bug fixes / features)

PR Type

What kind of change does this PR introduce?

[ ] Bugfix
[ ] Feature
[ ] Code style update (formatting, local variables)
[ ] Refactoring (no functional changes, no api changes)
[ ] Build related changes
[ ] CI related changes
[x] Documentation content changes
[ ] Other... Please describe:

What is the current behavior?

Links in CHANGELOGs are broken.

Closes #800

What is the new behavior?

Links are valid

Does this PR introduce a breaking change?

[ ] Yes
[x] No

[autoapproval]

Approved 👍