Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model
Year of publication: |
2018
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Authors: | Wang, Yudong ; Pan, Zhiyuan ; Wu, Chongfeng |
Published in: |
Journal of Forecasting. - Wiley, ISSN 0277-6693, ZDB-ID 2001645-1. - Vol. 37.2018, 3 (02.02.), p. 385-400
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Publisher: |
Wiley |
Saved in:
Online Resource
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