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subject:"Time series analysis"
~isPartOf:"Economics working paper series"
~person:"Hallin, Marc"
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Time series analysis
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Hallin, Marc
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Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
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2019
Persistent link: https://www.econbiz.de/10012183847
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