A network analysis of the volatility of high dimensional financial series
Author:
Affiliation:
1. London School of Economics and Political Science; UK
2. Université Libre de Bruxelles; Belgium
Funder
Engineering and Physical Sciences Research Council
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/rssc.12177/fullpdf
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