Testing for Causality-in-Variance: An Application to the East Asian Markets
Year of publication: |
2002
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Authors: | Caporale, G.M. ; Pittis, N. ; Spagnolo, N. |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 13246938. - Vol. 7.2002, 3, p. 235-246
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