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Journal: Mathematics, 2021
Volume: 9
Number: 2484
Article:
Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets
Authors:
by
Vladimir Balash, Alexey Faizliev, Sergei Sidorov and Elena Chistopolskaya
Link:
https://www.mdpi.com/2227-7390/9/19/2484
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