The interdependence of financial markets - econometric modeling and estimation
Year of publication: |
2003
|
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Authors: | Baur, Dirk |
Publisher: |
Universität Tübingen / 04 Wirtschaftswissenschaftliche Fakultät. Bereich 04 Wirtschaftswissenschaftliche Fakultät (ohne Institutszuordnung) |
Subject: | Interdependenz | Korrelation | Spill-over-Effekt | GARCH-Prozess | Infektion | interdependence | time-varying correlations | mean spillover | volatility spillover | contagion |
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