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A Bayesian Covariance Graphical and Latent Position Model for Multivariate Financial Time Series
Ahelegbey, Daniel Felix, Carvalho, Luis, Kolaczyk, EricYear:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3090236
File:
PDF, 692 KB
english, 2017