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Items where Author is "von Sachs, Rainer"

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Journal Article

Barigozzi, Matteo and Hallin, Marc and Soccorsi, Stefano and von Sachs, Rainer (2021) Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. Journal of Econometrics, 222 (1). pp. 324-343. ISSN 0304-4076

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