A Network Analysis of the Volatility of High Dimensional Financial Series (2017)

First Author: Barigozzi M
Attributed to:  Isaac Newton Institute for Mathematical Sciences funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/rssc.12177

Publication URI: http://dx.doi.org/10.1111/rssc.12177

Type: Journal Article/Review

Parent Publication: Journal of the Royal Statistical Society Series C: Applied Statistics

Issue: 3