Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness
Year of publication: |
2020
|
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Authors: | Barigozzi, Matteo |
Other Persons: | Hallin, Marc (contributor) ; Soccorsi, Stefano (contributor) ; von Sachs, Rainer (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Faktorenanalyse | Factor analysis | Schätzung | Estimation |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 19, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3329445 [DOI] |
Classification: | C32 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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