Fractional Differencing: (In)stability of Spectral Structure and Risk Measures of Financial Networks
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2020-07-20 (Econometric Time Series)
- NEP-NET-2020-07-20 (Network Economics)
- NEP-RMG-2020-07-20 (Risk Management)
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