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A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks

✍ Scribed by Tsiaplias, Sarantis; Chua, Chew Lian


Book ID
118143218
Publisher
Taylor and Francis Group
Year
2012
Tongue
English
Weight
378 KB
Volume
32
Category
Article
ISSN
0747-4938

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