What does past correlation structure tell us about the future? An answer from network filtering (2016)
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: http://dx.doi.org/10.48550/arxiv.1605.08908
Type: Journal Article/Review
Parent Publication: arXiv e-prints