A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks
Year of publication: |
2013
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Authors: | Tsiaplias, Sarantis ; Chua, Chew Lian |
Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 32.2013, 2 (1.2.), p. 244-271
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Saved in:
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