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What does past correlation structure tell us about the future? An answer from network filtering (2016)

First Author: Musmeci N

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1605.08908

Publication URI: https://arxiv.org/abs/1605.08908

Type: Preprint