Data-driven modeling of capital liquidity changes during financial market crises

Publicado en línea: 09 oct 2024

Recibido: 02 jun 2024

Aceptado: 14 sept 2024

DOI: https://doi.org/10.2478/amns-2024-2881

Palabras clave

Vector autoregressive model, Degrees of freedom, MCMC method, Financial market crisis, Capital liquidity

© 2024 Man Lu, published by Sciendo

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