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~isPartOf:"Insurance: Mathematics and Economics"
~isPartOf:"Journal of econometrics"
~person:"Wang, Shouyang"
~subject:"Risikomanagement"
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Insurance: Mathematics and Economics
Journal of econometrics
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Granger causality in risk and detection of extreme risk spillover between financial markets
Hong, Yongmiao
;
Liu, Yanhui
;
Wang, Shouyang
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 271-287
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