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Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation

✍ Scribed by Kwang-il Choe; Pilsun Choi; Kiseok Nam; Farshid Vahid


Book ID
116816966
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
300 KB
Volume
20
Category
Article
ISSN
0927-538X

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