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Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks.
Francesco Audrino
Published in:
Comput. Stat. Data Anal. (2014)
Keyphrases
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long run
short run
exchange rate
financial crisis
expected cost
infinite horizon
queueing networks
average cost
average reward
early warning
heavy traffic
decision making
dynamic programming
response time
short term