Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788)
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scientific article; zbMATH DE number 7327197
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| English | Time-varying general dynamic factor models and the measurement of financial connectedness |
scientific article; zbMATH DE number 7327197 |
Statements
Time-varying general dynamic factor models and the measurement of financial connectedness (English)
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24 March 2021
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locally stationary dynamic factor models
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volatility
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financial connectedness
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0.7822608351707458
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0.7816383838653564
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0.7815873026847839
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0.7776524424552917
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