Pages that link to "Item:Q2658788"
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The following pages link to Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788):
Displaying 13 items.
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Are generalized spillover indices overstating connectedness? (Q1627007) (← links)
- Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
- On the network topology of variance decompositions: measuring the connectedness of financial firms (Q2451806) (← links)
- Editorial for the special issue on financial econometrics in the age of the digital economy (Q2658785) (← links)
- Moments, shocks and spillovers in Markov-switching VAR models (Q6054391) (← links)
- Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers (Q6088831) (← links)
- Identification of Time-Varying Factor Models (Q6150349) (← links)
- Inferential theory for generalized dynamic factor models (Q6150524) (← links)
- A conversation with Marc Hallin (Q6612362) (← links)
- Estimation and Inference on Time-Varying FAVAR Models (Q6626221) (← links)
- High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling (Q6631703) (← links)
- On the statistical analysis of high-dimensional factor models (Q6640119) (← links)
