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1 Ergebnisse
1
Time-Varying General Dynamic Factor Models and the Measurem..:
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
uri/info:repec/RePEc:eca:wpaper:2013/283963. , 2019
Link:
http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac...
RT Journal T1
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness
UL https://suche.suub.uni-bremen.de/peid=base-ftunivbruxelles:oai:dipot.ulb.ac.be:2013_283963&Exemplar=1&LAN=DE A1 Barigozzi, Matteo A1 Hallin, Marc A1 Soccorsi, Stefano YR 2019 K1 Econométrie et méthodes statistiques :théorie et applications K1 Dynamic factor models K1 volatility K1 financial crises K1 contagion K1 financial connectedness K1 high-dimensional time series K1 panel data K1 time-varying models K1 local stationarity JF uri/info:repec/RePEc:eca:wpaper:2013/283963 LK http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/283963 DO http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/283963 SF ELIB - SuUB Bremen
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