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A Dynamic Latent-Space Model for Asset Clustering:
Casarin, Roberto
;
Peruzzi, Antonio
Studies in Nonlinear Dynamics & Econometrics. 28 (2023) 2 - p. 379-402 , 2023
Link:
https://doi.org/10.1515/snde-2022-0111
RT Journal T1 <Title>A Dynamic Latent-Space Model for Asset Clustering</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1515_snde-2022-0111&Exemplar=1&LAN=DE A1 Casarin, Roberto A1 Peruzzi, Antonio PB Walter de Gruyter GmbH YR 2023 SN 1558-3708 JF Studies in Nonlinear Dynamics & Econometrics VO 28 IS 2 SP 379 OP 402 LK http://dx.doi.org/https://doi.org/10.1515/snde-2022-0111 DO https://doi.org/10.1515/snde-2022-0111 SF ELIB - SuUB Bremen
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