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~person:"Ferrario, Andrea"
~subject:"Börsenkurs"
~subject:"VAR model"
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Ferrario, Andrea
Guidolin, Massimo
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Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system
Ferrario, Andrea
;
Guidolin, Massimo
;
Pedio, Manuela
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 661-701
Persistent link: https://www.econbiz.de/10012156828
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