Spillover dynamics for systemic risk measurement using spatial financial time series models - Blasques F., Koopman S.J., Lucas A., Schaumburg J. June, 12 2014
Spillover dynamics for sistemic risk measurement using spatial financial time series models. Julia Schaumburg, Andre Lucas, Siem Jan Koopman, and Francisco Blasques. Toulouse, August
M.Sc. Student: Bucsa Paul Bogdan Supervisor Professor: Moisa Altar
