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~person:"Baklaci, Hasan Fehmi"
~subject:"Commodity derivative"
~subject:"Estimation"
~subject:"Multivariate GARCH models"
~subject:"multivariate GARCH model"
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Commodity derivative
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multivariate GARCH model
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Baklaci, Hasan Fehmi
Manera, Matteo
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Eurasian economic review : a journal in applied macroeconomics and finance
1
Research in international business and finance
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ECONIS (ZBW)
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Cross-time-frequency analysis of volatility linkages in global currency markets : an extended framework
Baklaci, Hasan Fehmi
;
Yelkenci, Tezer
- In:
Eurasian economic review : a journal in applied …
12
(
2022
)
2
,
pp. 267-314
Persistent link: https://www.econbiz.de/10013263368
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2
Impact of stock market trading on currency market volatility spillovers
Baklaci, Hasan Fehmi
;
Aydoğan, Berna
;
Yelkenci, Tezer
- In:
Research in international business and finance
52
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012548558
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