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Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series (2015)

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/10.48550/arxiv.1510.05118

Publication URI: https://arxiv.org/abs/1510.05118

Type: Other