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~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~person:"Dark, Jonathan"
~person:"Liang, Shin-shun"
~subject:"Economic value"
~subject:"Korrelation"
~subject:"Share price"
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Journal of empirical finance
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Multivariate
models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
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2
The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang
;
Liang, Shin-shun
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
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