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Spillover dynamics for systemic risk measurement using spatial financial time series models - Blasques F., Koopman S.J., Lucas A., Schaumburg J. June, 12 2014
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Economy & Finance
Spillover dynamics for sistemic risk measurement using spatial financial time series models. Julia Schaumburg, Andre Lucas, Siem Jan Koopman, and Francisco Blasques. Toulouse, August
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M.Sc. Student: Bucsa Paul Bogdan Supervisor Professor: Moisa Altar
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