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Bayesian dynamic financial networks with time-varying predictors
15 references·1 citing·42 second hop
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
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  • 2013Gravity's Rainbow: A dynamic latent space model for the world trade network112 cited

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  • 2023Online monitoring of dynamic networks using flexible multivariate control charts10 cited