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person:"Christoffersen, Peter F."
~isPartOf:"Working papers"
~person:"Caporin, Massimiliano"
~subject:"Spatial GARCH"
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
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Caporin, Massimiliano
;
Frattarolo, Lorenzo
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2020
Persistent link: https://www.econbiz.de/10012244841
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