NETS: Network Estimation for Time Series
Author:
Publisher
Elsevier BV
Reference53 articles.
1. The network origins of aggregate fluctuations;D Acemoglu;Econometrica,2012
2. Range-based estimation of stochastic volatility models;S Alizadeh;The Journal of Finance,2002
3. Modeling and forecasting realized volatility;T G Andersen;Econometrica,2003
4. Clustering huge number of financial time series: A panel data approach with high-dimensional predictors and factor structures;T Ando;Journal of the American Statistical Association,2017
5. Connecting the dots: Econometric methods for uncovering networks with an application to the australian financial institutions;M Anufriev;Journal of Banking & Finance,2015
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