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A dynamic factor analysis of financial contagion in Asia
Cipollini, Andrea (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868040
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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Forecasting financial crises and contagion in Asia using dynamic factor analysis
Cipollini, Andrea (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808222