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subject:"Risk measure"
~isPartOf:"Applied economics"
~person:"McAleer, Michael"
~person:"Silvennoinen, Annastiina"
~subject:"ARCH-Modell"
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Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
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