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Items where Author is "Soccorsi, Stefano"

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Article

Barigozzi, Matteo, Hallin, Marc and Soccorsi, Stefano (2019) Identification of global and local shocks in international financial markets via general dynamic factor models. Journal of Financial Econometrics, 17 (3). 462–494. ISSN 1479-8409

This list was generated on Mon Oct 14 08:31:02 2024 BST.