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Mortgages : estimating default correlation and forecasting default risk
Neumann, Tobias, (2018)
Co-movement of real exchange rates in the West African Monetary Zone
Owusu Junior, Peterson, (2017)
State correlation and forecasting : a Bayesian approach using unobserved components models
Uzeda, Luis, (2022)
The asymptotic variance of subspace estimates
Chiuso, Alessandro, (2004)
Parametrization of factor analysis models
Picci, Giorgio, (1989)