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1
by Tanokura, Yoko, Kitagawa, Genshiro
Published 2015
Springer Japan
Table of Contents: “... -- References) -- 4 Application to Financial and Economic Time Series Data (4.1 Detecting Crisis Spillovers...”
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2
Published 1999
Springer New York
Table of Contents: “... Analysis of a Living Body by a Multivariate Autoregressive Model -- 3 Factor Decomposition of Economic Time...”