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Volatility connectedness on the Central European forex markets
Albrecht, Peter
;
Kočenda, Evžen
-
2023
bring the first statistical evidence based on a formal
bootstrap-after-bootstrap
procedure
of Greenwood-Nimmo et al. (2023 …
Persistent link: https://www.econbiz.de/10014414188
Saved in:
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Volatility connectedness on the central European forex markets
Albrecht, Peter
;
Kočenda, Evžen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543551
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