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~isPartOf:"Journal of financial econometrics"
~person:"Soccorsi, Stefano"
~person:"Werker, Bas J.M."
~subject:"Financial crisis"
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Identification of global and local shocks in international financial markets via general dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 462-494
Persistent link: https://www.econbiz.de/10012054816
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