Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Year of publication: |
2012
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Authors: | Choe, Kwang-il ; Choi, Pilsun ; Nam, Kiseok ; Vahid, Farshid |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 13434202. - Vol. 20.2012, 2, p. 271-292
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