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~person:"Allen, David E."
~source:"econstor"
~subject:"Markov chains"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Allen, David E.
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Volatility Spillovers from the US to Australia and China across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, R.J.
;
Singh, A.K.
-
2013
US. We also apply a
Markov
Switching GARCH model to explore the existence of regime changes during this period and we …
Persistent link: https://www.econbiz.de/10010326245
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