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Q5149190 - MaRDI portal

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scientific article; zbMATH DE number 7307124
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scientific article; zbMATH DE number 7307124

    Statements

    author
    Matteo Barigozzi
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    Marc Hallin
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    publication date
    6 February 2021
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    zbMATH Keywords
    dynamic factor models
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    sparse vector auto-regression models
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    Standard \& Poor's 100 index
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    systemic risk
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    volatility
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    Identifiers

    zbMATH DE Number
    7307124
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