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Journal of financial econometrics
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A frequency-specific factorization to identify commonalities with an application to the European bond markets*
Boffelli, Simona
;
Novotný, Jan
;
Urga, Giovanni
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 681-715
Persistent link: https://www.econbiz.de/10013349151
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