Pages that link to "Item:Q2658788"
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The following pages link to Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788):
Displaying 8 items.
- Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
- Editorial for the special issue on financial econometrics in the age of the digital economy (Q2658785) (← links)
- Moments, shocks and spillovers in Markov-switching VAR models (Q6054391) (← links)
- Inferential theory for generalized dynamic factor models (Q6150524) (← links)
- A conversation with Marc Hallin (Q6612362) (← links)
- Estimation and Inference on Time-Varying FAVAR Models (Q6626221) (← links)
- High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling (Q6631703) (← links)
- On the statistical analysis of high-dimensional factor models (Q6640119) (← links)
