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Forecasting equity index volatility by measuring the linkage among component stocks
Qiu, Yue, (2022)
Common bubble detection in large dimensional financial systems
Chen, Ye, (2023)
Optimal portfolio diversification via independent component analysis
Lassance, Nathan, (2022)
Dominant U.S. manufacturing sectors
Soofi-Siavash, Soroosh, (2017)
The dynamic effects of green and non-green technology shocks on emissions and the macroeconomy
Mönch, Emanuel, (2024)
Essays on the empirical analysis of large macroeconomic and financial data