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Zhang K, Trimborn S (2023). “Influential assets in Large-Scale Vector AutoRegressive Models.” Discussion Paper. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4619531.

Trimborn S (2025). NetVAR: Network structure VAR models.

Corresponding BibTeX entries: 

  @Article{,
    title = {Influential assets in Large-Scale Vector AutoRegressive
      Models},
    author = {Kexin Zhang and Simon Trimborn},
    year = {2023},
    journal = {Discussion Paper},
    url =
      {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4619531},
  }

  @Manual{,
    title = {{NetVAR}: Network structure VAR models},
    author = {Simon Trimborn},
    year = {2025},
  }

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