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A Dynamic Spatiotemporal and Network ARCH Model with Common Factors

Fuente: arXiv

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Bibliographic Details
Main Authors:	Doğan, Osman, Mattera, Raffaele, Otto, Philipp, Taşpınar, Süleyman
Format:	Preprint
Published:	2024
Subjects:	Methodology Econometrics Statistical Finance
Online Access:	Acceder al recurso
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