The Dynamic Factor Network Model with an Application to Global Credit-Risk
Year of publication: |
2016
|
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Authors: | Bräuning, Falk ; Koopman, Siem Jan |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (47 p) |
---|---|
Series: | Tinbergen Institute Discussion Paper ; 16-105/III |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 23, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2876526 [DOI] |
Classification: | C32 - Time-Series Models ; c58 ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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