Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying general dynamic factor models and the measurement of financial connectedness |
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Time-varying general dynamic factor models and the measurement of financial connectedness (English)
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24 March 2021
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locally stationary dynamic factor models
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volatility
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financial connectedness
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