Monitoring banking system connectedness with big data (Q2323377): Difference between revisions

@@ Property / describes a project that uses @@
+midasr
@@ Property / describes a project that uses: midasr / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2019.04.027
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@@ Property / OpenAlex ID @@
+W2940008302
@@ Property / OpenAlex ID: W2940008302 / rank @@
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@@ Property / cites work @@
+Trade Dynamics in the Market for Federal Funds
@@ Property / cites work: Trade Dynamics in the Market for Federal Funds / rank @@
+Normal rank
@@ Property / cites work @@
+Regression models with mixed sampling frequencies
@@ Property / cites work: Regression models with mixed sampling frequencies / rank @@
+Normal rank
@@ Property / cites work @@
+Q3645058
@@ Property / cites work: Q3645058 / rank @@
+Normal rank
@@ Property / cites work @@
+State Space Models and MIDAS Regressions
@@ Property / cites work: State Space Models and MIDAS Regressions / rank @@
+Normal rank
@@ Property / cites work @@
+On the network topology of variance decompositions: measuring the connectedness of financial firms
+Normal rank
@@ Property / cites work @@
+Predicting volatility: getting the most out of return data sampled at different frequencies
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@@ Property / Wikidata QID @@
+Q128037231
@@ Property / Wikidata QID: Q128037231 / rank @@
+Normal rank