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Stock Market Networks: the Dynamic Conditional Correlation Approach

  1. LYÓCSA, Štefan - VÝROST, Tomáš - BAUMÖHL, Eduard. Stock Market Networks: the Dynamic Conditional Correlation Approach. In Physica A: Statistical Mechanics and its Applications. - Amsterdam : Elsevier Science B.V. ISSN 1873-2119, 2012, vol. 391, no. 16, pp. 4147-4157. VEGA 1/0393/12, APVV-0666-11
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    [1] GOGAS, Periklis - PAPADIMITRIOU, Theophilos - MATTHAIOU, Maria-Artemis. Bank supervision using the Threshold-Minimum Dominating Set. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. ISSN 0378-4371, 2016, vol. 451, pp. 23-35., Registrované v: WOS
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