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Detecting States of Distress in Financial Markets: The Case of the Italian Sovereign Debt

Maria Flora, Roberto Renò. Detecting States of Distress in Financial Markets: The Case of the Italian Sovereign Debt. In Nicola Salvati, Cira Perna, Stefano Marchetti, Raymond Chambers, editors, Studies in Theoretical and Applied Statistics - SIS 2021, Pisa, Italy, June 21-25. Volume 406 of pages 175-184, Springer, 2021. [doi]

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Maria Flora

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Roberto Renò

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