Time-Varying Mixture Model with Midas Technique for Measuring the Risk and Capturing the Contagion

Autor:	Kunliang Jiang, Linglin Su, Jiashan Song
Rok vydání:	2023
DOI:	10.2139/ssrn.4360000
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::80afa5dd42e2d5b6379443d157bd3c30 https://doi.org/10.2139/ssrn.4360000 Zobrazit plný text záznamu