On the efficient synthesis of short financial time series: A Dynamic Factor Model approach

Author:

Bitetto AlessandroORCID,Cerchiello Paola,Mertzanis CharilaosORCID

Publisher

Elsevier BV

Subject

Finance

Reference52 articles.

1. Is financial inclusion good for bank stability? International evidence;Ahamed;J. Econ. Behav. Organ.,2019

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4. A financial stability index for Israel;Arzamasov;Procedia Comput. Sci.,2014

5. Financial networks and stress testing: Challenges and new research avenues for systemic risk analysis and financial stability implications;Battiston;J. Financial Stab.,2018

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