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HARVARD Citation
Barigozzi, M. et al. (2016). Generalized dynamic factor models and volatilities: recovering the market volatility shocks. Econometrics journal. 19 (1), pp. C33-C60. [Online].
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Barigozzi, M. et al. (2016). Generalized dynamic factor models and volatilities: recovering the market volatility shocks. Econometrics journal. 19 (1), pp. C33-C60. [Online].