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~person:"Soccorsi, Stefano"
~person:"Werker, Bas J.M."
~person:"Werker, Bas"
~subject:"Finanzmarkt"
~type_genre:"Graue Literatur"
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Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012064799
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Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012183847
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