Excess covariance and dynamic instability in a multi-asset model
| Year of publication: |
2012
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|---|---|
| Authors: | Anufriev, Mikhail ; Bottazzi, Giulio ; Marsili, Matteo ; Pin, Paolo |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 36.2012, 8, p. 1142-1162
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