Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk
| Author(s): | doc. PhDr. Jozef Baruník Ph.D., Mgr. Tomáš Křehlík M.A., Ph.D., |
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| Type: | Articles in journals with impact factor |
| Year: | 2018 |
| Number: | 0 |
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| Published in: | Journal of Financial Econometrics, 16 (2), pp. 271–296, available here PDF + available package in R |
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